Causal relationship analysis of high⁃dimensional time series based on quantile factor model

Huiling Liang, Hui Liu, Liwei Liu, Jia Zhao, Huaijun Ruan

Journal of Nanjing University(Natural Sciences) ›› 2023, Vol. 59 ›› Issue (4) : 550-560.

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Journal of Nanjing University(Natural Sciences) ›› 2023, Vol. 59 ›› Issue (4) : 550-560. DOI: 10.13232/j.cnki.jnju.2023.04.002

Causal relationship analysis of high⁃dimensional time series based on quantile factor model

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2023, 59(4): 550-560 https://doi.org/10.13232/j.cnki.jnju.2023.04.002

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