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The Cambridge-INET Institute

 

Yoon-Jae Whang (Cambridge INET Visitor) (Seoul National)

"The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series"

When: Wednesday 28th January 2015 - 5:00pm

Where: Meade Room, Marshall Library Building

Reading Group: Econometrics Seminars

Theme: empirical