SStudyAcademic Library

Dashboard Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The quantilogram: With an application to evaluating directional predictability · Study

ArticleShelves

ArticleThe quantilogram: With an application to evaluating directional predictability

Oliver Linton2007

Article2007

The quantilogram: With an application to evaluating directional predictability

Oliver Linton · Yoon‐Jae Whang

215 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 215 citations exist upstream.

References

2012The Econometrics of Financial Markets 1997The Econometrics of Financial Markets 2004CAViaR 1998Evaluating Density Forecasts with Applications to Financial Risk Management 1993Temporal Aggregation of Garch Processes 2000Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process 1996Conditional Quantile Estimation and Inference for Arch Models 1937Some A Posteriori Probabilities in Stock Market Action

Cited by

2022Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19 2019Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes 2021Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach 2010Evaluating Value-at-Risk Models via Quantile Regression 2021Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears 2022Oil shocks and BRIC markets: Evidence from extreme quantile approach 2009Backtesting Parametric Value-at-Risk With Estimation Risk 2022Implications of cryptocurrency energy usage on climate change

Details

Year2007

Typearticle

Published2007-02-17

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations215

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jeconom.2007.01.004

openalex_workW2086478362

Links

Imported from OpenAlex (CC0) — nothing here is generated.