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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