The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329)
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scientific article; zbMATH DE number 6581458
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| English | The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series |
scientific article; zbMATH DE number 6581458 |
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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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0.8615799
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0.8545617
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0.8452192
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0.84430265
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0.8377083
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0.8363733
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0.83622503
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0.8345978
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0.8344443
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