Nonlinear Correlation and Dependence Using NNS

14 Pages Posted: 3 Aug 2017 Last revised: 17 Aug 2019

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

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

Fred Viole (Contact Author)

OVVO Financial Systems ( email )

NJ
United States

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