“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality

Author:

Allen David E.123,McAleer Michael45678

Affiliation:

1. School of Mathematics and Statistics, University of Sydney, Camperdown, NSW, Australia;

2. Department of Finance, Asia University, Taichung, Taiwan;

3. School of Business and Law, Edith Cowan University, Joondalup, WA, Australia;

4. Department of Finance, College of Management, Asia University, Taichung, Taiwan;

5. Discipline of Business Analytics, University of Sydney Business School, Darlington, NSW, Australia;

6. Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, Rotterdam, The Netherlands;

7. Department of Economic Analysis and ICAE, Complutense University of Madrid, Madrid, Spain;

8. Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand;

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

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