NDLI: Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis

Content Provider	Scilit
Author	Baumöhl, Eduard Lyócsa, Štefan
Copyright Year	2017
Description	Journal: Finance Research Letters
Related Links	https://mpra.ub.uni-muenchen.de/76915/1/MPRA_paper_76915.pdf
Ending Page	164
Page Count	13
Starting Page	152
ISSN	15446123
e-ISSN	15446131
DOI	10.1016/j.frl.2017.02.013
Journal	Finance Research Letters
Volume Number	23
Language	English
Publisher	Elsevier BV
Publisher Date	2017-11-01
Access Restriction	Open
Subject Keyword	Journal: Finance Research Letters
Content Type	Text
Resource Type	Article
Subject	Finance

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Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis