The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Year of publication: |
2014
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Authors: | Han, Heejoon ; Linton, Oliver ; Oka, Tatsushi ; Whang, Yoon-jae |
Publisher: |
London : Centre for Microdata Methods and Practice |
Subject: | Quantile | Correlogram | Dependence | Predictability | Systemic risk | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Systemrisiko |
Extent: | Online-Ressource (36, 20 S.) graph. Darst. |
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Series: | CEMMAP working papers / Centre for Microdata Methods and Practice. - London : [Verlag nicht ermittelbar], ISSN 1753-9196, ZDB-ID 2106928-1. - Vol. 06/14 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1920/wp.cem.2014.0614 [DOI] hdl:10419/97381 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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