A copula entropy approach to correlation measurement at the country level (Q720659)
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scientific article; zbMATH DE number 5956420
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| default for all languages | No label defined |
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| English | A copula entropy approach to correlation measurement at the country level |
scientific article; zbMATH DE number 5956420 |
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A copula entropy approach to correlation measurement at the country level (English)
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11 October 2011
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copula entropy
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non-linear correlation
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stock indexes
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information criterion
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non-parameter estimation
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international economy
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0.8579351902008057
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0.7965482473373413
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0.7433436512947083
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0.7364845275878906
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