MAREK, Lukáš, Martin STACHOŇ and Lucie GYÖNYÖROVÁ. Quantile cross-spectral network dependence structures of world stock market sectoral returns. (In review). Finance Research Letters. 2021. ISSN 1544-6123.
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Basic information
Original name Quantile cross-spectral network dependence structures of world stock market sectoral returns. (In review)
Authors MAREK, Lukáš, Martin STACHOŇ and Lucie GYÖNYÖROVÁ.
Edition Finance Research Letters, 2021, 1544-6123.
Other information
Type of outcome Article in a journal
Confidentiality degree is not subject to a state or trade secret
Impact factor Impact factor: 9.848
Tags International impact, Reviewed
Changed by Changed by: Ing. Lukáš Marek, učo 405677. Changed: 15/1/2021 09:26.
Links
MUNI/A/1039/2019, interní kód MUName: Modelování provázanosti výnosů na finančních trzích
Investor: Masaryk University, Category A
PrintDisplayed: 27/8/2024 20:59