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Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence.
Avik Sinha
Arshian Sharif
Arnab Adhikari
Ankit Sharma
Published in:
Ann. Oper. Res. (2022)
Keyphrases
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dependence structure
financial markets
stock market
stock price
marginal distributions
risk management
higher order statistics
stochastic systems
higher order
trading systems
machine learning
information retrieval
multiscale
multiresolution
probability distribution
exchange rate