APA (7th ed.) Citation
Han, H., Linton, O., Oka, T., Whang, Y., & (SPHERE), S. P. a. E. R. (2019). The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series. Elsevier.
Chicago Style (17th ed.) Citation
Han, Heejoon, Oliver Linton, Tatsushi Oka, Yoon-Jae Whang, and Systemic Physiological and Ecotoxicological Research (SPHERE). The Cross-quantilogram: Measuring Quantile Dependence and Testing Directional Predictability Between Time Series. Elsevier, 2019.
MLA (9th ed.) Citation
Han, Heejoon, et al. The Cross-quantilogram: Measuring Quantile Dependence and Testing Directional Predictability Between Time Series. Elsevier, 2019.
Warning: These citations may not always be 100% accurate.