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

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	The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series∗ Heejoon Han† Oliver Linton‡ Add to Reading List Document Date: 2016-07-08 02:15:18 Open Document File Size: 517,92 KB Share Result on Facebook

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