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Copula correlation, wavelet cross-correlation and dynamic conditional correlation are some others.
by hackerlight 3y ago
Copula correlation, wavelet cross-correlation and dynamic conditional correlation are some others.
- dr_dshiv 3y agoSuper. Any recommended resources?
- hackerlight 3y agoNot in particular, but wavelet cross-correlation is the most interesting if you wanted to choose one to look at.