enero 2012 - Artículos

A MULTIPLE CORRELATION INDEX USED AS AN EMPIRICAL COPULA: PEARSON PRODUCT REVISITED
03 enero 12 03:41 | diableria | (Comentarios desactivados)   

The idea for the following essay was born out of the same question: "heh, heh, heh, what is the joint correlation index when one has 3 or more time series to compare? " The answer given by mathematicians and other "autistic quants" leads to a "correlation Leer más