The quantilogram: with an application to evaluating directional predictability
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Publication:288359
DOI10.1016/j.jeconom.2007.01.004zbMath1418.62338MaRDI QIDQ288359
Oliver B. Linton, Yoon-Jae Whang
Publication date: 25 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.01.004
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
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