The quantilogram: with an application to evaluating directional predictability (Q288359): Difference between revisions
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / zbMATH DE Number: 6584653 / rank | |||
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correlogram | |||
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dependence | |||
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efficient markets | |||
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empirical process | |||
Property / zbMATH Keywords: empirical process / rank | |||
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portmanteau | |||
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quantiles | |||
Property / zbMATH Keywords: quantiles / rank | |||
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Revision as of 20:11, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | The quantilogram: with an application to evaluating directional predictability |
scientific article |
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The quantilogram: with an application to evaluating directional predictability (English)
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25 May 2016
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correlogram
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dependence
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efficient markets
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empirical process
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portmanteau
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quantiles
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