The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series

DOI10.1016/J.JECONOM.2016.03.001MaRDI QIDQ113625FDO

Authors Tatsushi Oka, Yoon-Jae Whang, Heejoon Han, Oliver Linton

Publication date July 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2016.03.001

Cited in

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• quantilogram

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