The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series∗ Heejoon Han† Oliver Linton‡

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Date: 2016-07-08 02:15:18 Statistics Regression analysis Time series analysis Statistical inference Quantile Bootstrapping Autocorrelation Autoregressive conditional heteroskedasticity		The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series∗ Heejoon Han† Oliver Linton‡ Add to Reading List Source URL: www.cb.cityu.edu.hk Download Document from Source Website File Size: 517,92 KB Share Document on Facebook

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