We study a Hanbury Brown and Twiss (HBT) interferometer formed with chiral edge channels of a quantum Hall system. HBT cross correlations are calculated for a device operating both in the integer and fractional quantum Hall regimes, the latter at Laughlin filling fractions. We find that in both cases, when the current is dominated by electron tunneling, current-current correlations show antibunching, characteristic of fermionic correlations. When the current-current correlations are dominated by quasiparticle tunneling, the correlations reveal bunching, characteristic of bosons. For electron tunneling, we use the Keldysh technique, and show that the result for fractional filling factors can be obtained in a simple way from the results of the integer case. It is shown that quasiparticle-dominated cross-current correlations can be analyzed by means of a quantum master equation approach. We present here a detailed derivation of the results [G. Campaganano et al., Phys. Rev. Lett. 107, 106802 (2012)] and generalize them to all Laughlin fractions.