Download This PaperNonlinear Correlation and Dependence Using NNS
14 Pages Posted: 3 Aug 2017 Last revised: 23 Apr 2021
Date Written: July 28, 2017
Abstract
This note serves as a hands-on supplement to: Viole, F. and Nawrocki, D. (2012), "Deriving Nonlinear Correlation Coefficients from Partial Moments" https://ssrn.com/abstract=2148522
Keywords: Correlation, Dependence, Nonlinear, Multivariate, Partial Moments
JEL Classification: C00
Suggested Citation: Suggested Citation
Viole, Fred, Nonlinear Correlation and Dependence Using NNS (July 28, 2017). Available at SSRN: https://ssrn.com/abstract=3010414 or http://dx.doi.org/10.2139/ssrn.3010414
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