kendalls-tau
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Chapter 8 - Statistical Correlation models
Hi I had certain queries related to the following 1.Pearson's correlation with expected values Consider sample data set Probability Returns ( X) Returns (Y) O.1 15 % 8% 0.2 - 10 % -5 % 0.3 10 % 7% 0.4...- ag0511
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- kendall's-tau kendalls-tau pearson-correlation-approach pearsons-correlation spearman's-rank spearmans-rank
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- Forum: P2.T5. Market Risk Measurement & Management