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Date: 2016-07-08 02:15:18Statistics 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 ListSource URL: www.cb.cityu.edu.hkDownload Document from Source WebsiteFile Size: 517,92 KBShare Document on Facebook |