Agricultural commodity futures trading based on cross-country rolling quantile return signals (Q5234364): Difference between revisions

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+https://doi.org/10.1080/14697688.2019.1571682
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+W2915682644
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+Bootstrap methods: another look at the jackknife
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+Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
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+The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
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+Time series momentum trading strategy and autocorrelation amplification
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+Tail-risk protection trading strategies
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