The Dangers of Using Correlation to Measure Dependence

Harry Kat

ICMA Centre Discussion Papers in Finance from Henley Business School, University of Reading

Pages: 13 pages
Date: 2002-10
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.icmacentre.ac.uk/pdf/discussion/DP2002-23.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://www.icmacentre.ac.uk/pdf/discussion/DP2002-23.pdf [302 Found]--> https://www.icmacentre.ac.uk/pdf/discussion/DP2002-23.pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:rdg:icmadp:icma-dp2002-23

Access Statistics for this paper

More papers in ICMA Centre Discussion Papers in Finance from Henley Business School, University of Reading Contact information at EDIRC.
Bibliographic data for series maintained by Marie Pearson ().