quantilogram

CRANquantilogramMaRDI QIDQ113626FDOQ113626

Cross-Quantilogram

Tatsushi Oka

Last update: 5 March 2022

Copyright license: GNU General Public License

Software version identifier: 2.2.1

Cites work

• The quantilogram: With an application to evaluating directional predictability
• The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series

This page was built for software: quantilogram