Browsing All of EconStor by Author Oka, Tatsushi
Showing results 1 to 1 of 1
Year of Publication | Title | Author(s) |
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2014 | The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series | Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-Jae |