The quantilogram: with an application to evaluating directional predictability (Q288359): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (6 intermediate revisions by 5 users not shown) | |||
| Property / author | |||
| Property / author: Oliver B. Linton / rank | |||
| Property / author | |||
| Property / author: Yoon-Jae Whang / rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6584653 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
correlogram | |||
| Property / zbMATH Keywords: correlogram / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
dependence | |||
| Property / zbMATH Keywords: dependence / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
efficient markets | |||
| Property / zbMATH Keywords: efficient markets / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
empirical process | |||
| Property / zbMATH Keywords: empirical process / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
portmanteau | |||
| Property / zbMATH Keywords: portmanteau / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
quantiles | |||
| Property / zbMATH Keywords: quantiles / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Oliver B. Linton / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Yoon-Jae Whang / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: CAViaR / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2007.01.004 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2086478362 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:04, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The quantilogram: with an application to evaluating directional predictability |
scientific article |
Statements
The quantilogram: with an application to evaluating directional predictability (English)
0 references
25 May 2016
0 references
correlogram
0 references
dependence
0 references
efficient markets
0 references
empirical process
0 references
portmanteau
0 references
quantiles
0 references
