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The quantilogram: with an application to evaluating directional predictability - MaRDI portal

The quantilogram: with an application to evaluating directional predictability (Q288359)

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scientific article; zbMATH DE number 6584653
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English
The quantilogram: with an application to evaluating directional predictability
scientific article; zbMATH DE number 6584653

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    The quantilogram: with an application to evaluating directional predictability (English)
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    25 May 2016
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    correlogram
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    dependence
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    efficient markets
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    empirical process
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    portmanteau
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    quantiles
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