The quantilogram: with an application to evaluating directional predictability (Q288359)
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scientific article; zbMATH DE number 6584653
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| default for all languages | No label defined |
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| English | The quantilogram: with an application to evaluating directional predictability |
scientific article; zbMATH DE number 6584653 |
Statements
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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0.8618011474609375
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0.7529455423355103
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0.7521751523017883
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0.7342392802238464
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0.7318983674049377
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