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Statistics / Regression analysis / Time series analysis / Statistical inference / Quantile / Bootstrapping / Autocorrelation / Autoregressive conditional heteroskedasticity
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‡

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