The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329): Difference between revisions

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Latest revision as of 00:43, 12 July 2024

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The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
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    The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (English)
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    18 May 2016
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    quantile
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    correlogram
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    dependence
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    predictability
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    systemic risk
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