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The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (2014)

First Author: Linton O

Attributed to: The Centre for Microdata Methods and Practice funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1920/wp.cem.2014.0614

Publication URI: http://dx.doi.org/10.1920/wp.cem.2014.0614

Type: Working Paper