Characterization of the Dependency across Foreign Exchange Markets Using Copulas
Though Pearson's correlation coefficient provides a convenient approach to measuring the dependency between two variables, in the last few years, there has been a significant amount of literature cautioning against the use of Pearson's correlation coefficient, as it does not remain invaria...
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| Format: | Others |
| Language: | en |
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LSU
2006
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| Online Access: | http://etd.lsu.edu/docs/available/etd-11172006-091911/ |