A copula entropy approach to correlation measurement at the country level
type: Item
instance of: scholarly article
title: A copula entropy approach to correlation measurement at the country level
zbMATH Open document ID: 1222.91064
author: Ning Zhao
author: Winston T. Lin
published in: Applied Mathematics and Computation
publication date: 2011-10-11T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 5956420
zbMATH Keywords: copula entropy
zbMATH Keywords: non-linear correlation
zbMATH Keywords: stock indexes
zbMATH Keywords: information criterion
zbMATH Keywords: non-parameter estimation
zbMATH Keywords: international economy
MaRDI profile type: Publication
full work available at URL: j.amc.2011.05.115
OpenAlex ID: W2078178705
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DOI: 10.1016/J.AMC.2011.05.115
description: scientific article; zbMATH DE number 5956420