To cite mqqcause in publications, please use:

  Roudane, M. (2026). mqqcause: Multivariate Quantile-on-Quantile
  Granger Causality. R package version 1.0.0.
  https://github.com/merwanroudane/qqcaus

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {mqqcause: Multivariate Quantile-on-Quantile Granger Causality},
    author = {Merwan Roudane},
    year = {2026},
    note = {R package version 1.0.0},
    url = {https://github.com/merwanroudane/qqcaus},
  }

  Sim N, Zhou H (2015). “Oil Prices, US Stock Return, and the
  Dependence Between Their Quantiles.” _Journal of Banking and
  Finance_, *55*, 1-12. doi:10.1016/j.jbankfin.2015.01.013
  <https://doi.org/10.1016/j.jbankfin.2015.01.013>.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {Oil Prices, US Stock Return, and the Dependence Between Their Quantiles},
    author = {Nicholas Sim and Hongtao Zhou},
    journal = {Journal of Banking and Finance},
    year = {2015},
    volume = {55},
    pages = {1--12},
    doi = {10.1016/j.jbankfin.2015.01.013},
  }

  Troster V (2018). “Testing for Granger-causality in Quantiles.”
  _Econometric Reviews_, *37*(8), 850-866.
  doi:10.1080/07474938.2016.1172400
  <https://doi.org/10.1080/07474938.2016.1172400>.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {Testing for Granger-causality in Quantiles},
    author = {Victor Troster},
    journal = {Econometric Reviews},
    year = {2018},
    volume = {37},
    number = {8},
    pages = {850--866},
    doi = {10.1080/07474938.2016.1172400},
  }