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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‡
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Document Date: 2016-07-08 02:15:18

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