A COPULA-BASED CORRELATION MEASURE AND ITS APPLICATION IN CHINESE STOCK MARKET (Q5305106)
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scientific article; zbMATH DE number 5684704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A COPULA-BASED CORRELATION MEASURE AND ITS APPLICATION IN CHINESE STOCK MARKET |
scientific article; zbMATH DE number 5684704 |
Statements
A COPULA-BASED CORRELATION MEASURE AND ITS APPLICATION IN CHINESE STOCK MARKET (English)
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19 March 2010
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copula
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correlation coefficient
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tail interdependence
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Gini correlation coefficient
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