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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    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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