I would like to know if two financial time-series are nonlinear correlated, and if so, what that correlation function is.
Is there an easy way to do this with R?

I have read a thesis about the "high order correlation coefficient to solve the nonlinear correlation problem" but I'm not able to translate this into a solution for my problem. All these statistics are very interesting but also challenging for me...  

Kind regards,

-Mark-


      
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