Research Project:
NRF-2013S1A5A8021502

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http://dx.doi.org/10.13039/501100003725

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Linton, Oliver
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The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
(Elsevier, 30/03/16) Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-Jae; Systemic Physiological and Ecotoxicological Research (SPHERE)

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National Research Foundation of Korea

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