quantilogram

MaRDI QIDQ113626CRANFDO

Authors 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

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