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Article: Quantile Correlations and Quantile Autoregressive Modeling

TitleQuantile Correlations and Quantile Autoregressive Modeling
Authors
Li, GLi, YTsai, CL
KeywordsAutocorrelation function
Bootstrap method
Box-Jenkins method
Quantile partial correlation
Issue Date2015
PublisherAmerican Statistical Association. The Journal's web site is located at http://www.amstat.org/publications/jasa/index.cfm?fuseaction=main
Citation
Journal of the American Statistical Association, 2015, v. 110 n. 509, p. 246-261 How to Cite?
DOI: http://dx.doi.org/10.1080/01621459.2014.892007
Persistent Identifierhttp://hdl.handle.net/10722/217213
ISSN
0162-1459
2023 Impact Factor: 3.0
2023 SCImago Journal Rankings: 3.922
SSRN
2153697
ISI Accession Number ID
WOS:000353474200020

 

DC FieldValueLanguage
dc.contributor.authorLi, G-
dc.contributor.authorLi, Y-
dc.contributor.authorTsai, CL-
dc.date.accessioned2015-09-18T05:52:27Z-
dc.date.available2015-09-18T05:52:27Z-
dc.date.issued2015-
dc.identifier.citationJournal of the American Statistical Association, 2015, v. 110 n. 509, p. 246-261-
dc.identifier.issn0162-1459-
dc.identifier.urihttp://hdl.handle.net/10722/217213-
dc.languageeng-
dc.publisherAmerican Statistical Association. The Journal's web site is located at http://www.amstat.org/publications/jasa/index.cfm?fuseaction=main-
dc.relation.ispartofJournal of the American Statistical Association-
dc.subjectAutocorrelation function-
dc.subjectBootstrap method-
dc.subjectBox-Jenkins method-
dc.subjectQuantile partial correlation-
dc.titleQuantile Correlations and Quantile Autoregressive Modeling-
dc.typeArticle-
dc.identifier.emailLi, G: gdli@hku.hk-
dc.identifier.authorityLi, G=rp00738-
dc.description.naturepostprint-
dc.identifier.doi10.1080/01621459.2014.892007-
dc.identifier.scopuseid_2-s2.0-84928230496-
dc.identifier.hkuros251517-
dc.identifier.volume110-
dc.identifier.issue509-
dc.identifier.spage246-
dc.identifier.epage261-
dc.identifier.isiWOS:000353474200020-
dc.publisher.placeUnited States-
dc.identifier.ssrn2153697-
dc.identifier.issnl0162-1459-

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