Tatsushi Oka
Selected Publications
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply […]
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The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply […]