The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series |
scientific article |
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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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