Template-Type: ReDIF-Paper 1.0
Author-Name: Allen, D.E.
Author-Name-Last: Allen
Author-Name-First: David
Author-Name: McAleer, M.J.
Author-Name-Last: McAleer
Author-Name-First: Michael
Author-Person: pmc90
Title: "Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment
Abstract: This note comments on the Generalised Measure of Correlation (GMC) suggested by Zheng et al. (2012).  
 The GMC concept was largely anticipated in a publication 115 years earlier, undertaken by Yule (1897), in the proceedings of the Royal Society. The note is directed at giving Yule (1897) credit for covering the foundations of the topic comprehensively.
Length: 8
Creation-Date: 2018-08-10
File-URL: https://repub.eur.nl/pub/110017/EI2018-33.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI 2018-33
Classification-JEL: C12, C1, C13
Keywords: Skewed correlation, Bravais formula, Generalised Measure of Correlation, Nonlinearity
Handle: RePEc:ems:eureir:110017