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The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series

9 February 2014

Papers citing "The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series"

4 / 4 papers shown

Title
The integrated copula spectrum Yuichi Goto Tobias Kley Ria Van Hecke S. Volgushev Holger Dette Marc Hallin 55 2 0 14 Dec 2021
Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables Jozef Baruník Tobias Kley 73 199 0 23 Oct 2015
Quantile Spectral Analysis for Locally Stationary Time Series Stefan Birr S. Volgushev Tobias Kley Holger Dette Marc Hallin 184 40 0 17 Apr 2014
Quantile spectral processes: Asymptotic analysis and inference Tobias Kley S. Volgushev Holger Dette Marc Hallin 306 59 0 31 Jan 2014