The covariance sign of transformed random variables with applications to economics and finance
Martín Egozcue; Luis Fuentes García; Wing-Keung Wong; Ričardas Zitikis
| Year of publication: |
2011
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|---|---|
| Authors: | Egozcue, Martín ; García, Luis Fuentes ; Wong, Wing Keung ; Zitikis, Ričardas |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 22.2011, 3, p. 291-300
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| Subject: | Theorie | Theory | Korrelation | Correlation | Zufallsvariable | Random variable |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009297123