Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Measuring nonlinear dependence in time‐series, a distance correlation approach

7 references·8 citing·35 second hop

FromToDepth

this work references cited by second hop

References

1986Generalized autoregressive conditional heteroskedasticity22,329 cited
1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
1977Time Series Analysis: Forecasting and Control19,200 cited
2005Analysis of Financial Time Series1,350 cited
2000Nonlinear Time Series Models in Empirical Finance1,111 cited
2000Stable Paretian Models in Finance718 cited
1998The sample autocorrelations of heavy-tailed processes with applications to ARCH225 cited

Cited by

2022Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks85 cited
2018Applications of distance correlation to time series67 cited
2018An Updated Literature Review of Distance Correlation and Its Applications to Time Series57 cited
2022Statistical Dependence: Beyond Pearson’s ρ34 cited
2016Consistent Testing for Pairwise Dependence in Time Series33 cited
2024How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?31 cited
2018Estimating and Testing Nonlinear Local Dependence Between Two Time Series28 cited
2019Quantile coherency: A general measure for dependence between cyclical economic variables

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

28 cited