quantilogram

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CRANquantilogramMaRDI QIDQ113626

Cross-Quantilogram

Tatsushi Oka

Last update: 5 March 2022

Copyright license: GNU General Public License

Software version identifier: 2.2.1

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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