Pages that link to "Item:Q284329"

The following pages link to The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329):

Displaying 18 items.

• Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
• Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
• Inference on the tail process with application to financial time series modeling (Q1644260) (← links)
• Measuring network systemic risk contributions: a leave-one-out approach (Q1734536) (← links)
• Tail event driven networks of SIFIs (Q1739652) (← links)
• Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series (Q1795021) (← links)
• Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071) (← links)
• The integrated copula spectrum (Q2112830) (← links)
• Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence (Q2150861) (← links)
• Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747) (← links)
• Quantile correlation coefficient: a new tail dependence measure (Q2165833) (← links)
• Validation of association (Q2306090) (← links)
• Reduced form vector directional quantiles (Q2359673) (← links)
• Multivariate Quantile Impulse Response Functions (Q5237529) (← links)
• Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data (Q6039118) (← links)
• A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS (Q6042895) (← links)
• Bootstrapping quantile correlations with an application for income status across generations (Q6047352) (← links)
• Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)