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.
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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.
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MLA (9th ed.) Citation
Han, Heejoon, et al. The Cross-quantilogram: Measuring Quantile Dependence and Testing Directional Predictability Between Time Series. Elsevier, 2019.
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Warning: These citations may not always be 100% accurate.