Search Results - subject:"Spearman's ρ"

An application of copulas to OPEC's changing influence on fossil fuel prices

Graziano, Clara; McInnes, Alex - In: Econometric reviews 42 (2023) 8, pp. 676-699

Persistent link: https://www.econbiz.de/10014321661

Families of copulas closed under the construction of generalized linear means

Klein, Ingo; Christa, Florian - 2011

weighted linear, harmonic and geometric mean. For these generalizations we calculate the range of Spearman's ρ depending on the … considered. It seems that FGM and AMH generating function φ(υ) = 1 - υ maximizes the range of Spearman's ρ. Furthermore, it will …

Persistent link: https://www.econbiz.de/10010304299

Families of copulas closed under the construction of generalized linear means

Klein, Ingo; Christa, Florian - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2011

Persistent link: https://www.econbiz.de/10008855204

Unter verallgemeinerter Mittelwertbildung abgeschlossene Familien von Copulas

Klein, Ingo - 2010

Persistent link: https://www.econbiz.de/10010303831

Unter verallgemeinerter Mittelwertbildung abgeschlossene Familien von Copulas

Klein, Ingo - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2010

Persistent link: https://www.econbiz.de/10008788754