The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series

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Publication:113625

DOI10.1016/j.jeconom.2016.03.001MaRDI QIDQ113625

Tatsushi Oka, Oliver Linton, Heejoon Han, Yoon-Jae Whang

Publication date: July 2016

Published in: Journal of Econometrics (Search for Journal in Brave)




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