Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market. (Q1423177)
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scientific article; zbMATH DE number 2041640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market. |
scientific article; zbMATH DE number 2041640 |
Statements
Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market. (English)
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14 February 2004
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Order statistics
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Bivariate normal distribution
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Conditional correlation analysis
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Inventory effects
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Futures market
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0.8295418
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0.8288551
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0.82235336
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0.8142001
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0.8039149
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0.80240744
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