Yoon‐Jae Whang

The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series

Heejoon Han, Oliver Linton, Tatsushi Oka et al. · Journal of Econometrics · 2016 · 535 citations · Full text

Computing, Data Science, Financial Econometrics +14

The quantilogram: With an application to evaluating directional predictability

Oliver Linton, Yoon‐Jae Whang · Journal of Econometrics · 2007 · 213 citations

Computing, Computer Science, Time Series Analysis +1

An improved bootstrap test of stochastic dominance

Oliver Linton, Kyungchul Song, Yoon‐Jae Whang · Journal of Econometrics · 2009 · 176 citations · Full text

Education, Biostatistics, Statistics +11

Consistent Testing for Stochastic Dominance under General Sampling Schemes

Oliver B. Linton, Esfandiar Maasoumi, Yoon‐Jae Whang · The Review of Economic Studies · 2005 · 116 citations · Full text

Public Health, Decision Sciences, Decision Theory +14

Are there Monday effects in stock returns: A stochastic dominance approach

Younghyun Cho, Oliver Linton, Yoon‐Jae Whang · Journal of Empirical Finance · 2007 · 104 citations

Business, Economics, Finance +16