<html><head><style type="text/css"><!-- DIV {margin:0px;} --></style></head><body><div style="font-family:'times new roman', 'new york', times, serif;font-size:12pt"><div>Here is the thesis I was talking about (see attached pdf file)</div><div><br></div><div>I am working on an illustration (example) of the problem I'm trying to solve. I will post it to this group this weekend...</div><div><br></div><div>Regards,</div><div><br></div><div>-Mark- </div><div><br></div><div style="font-family:times new roman, new york, times, serif;font-size:12pt"><br><div style="font-family:times new roman, new york, times, serif;font-size:12pt"><font size="2" face="Tahoma"><hr size="1"><b><span style="font-weight: bold;">From:</span></b> KAUSHIK BHATTACHARJEE <kabonline07@yahoo.com><br><b><span style="font-weight: bold;">To:</span></b> Mark Breman <m.breman@yahoo.com><br><b><span style="font-weight: bold;">Sent:</span></b> Friday, June 5, 2009 1:18:55 PM<br><b><span
style="font-weight: bold;">Subject:</span></b> Re: [R-SIG-Finance] determine non-linear correlation<br></font><br>
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<div>correlation by definition is a linear measure of assocation. So what is the presice definition of non-linear correlation?</div>
<div>can you give the thesis......I am curious to know....<br> </div>Kaushik Bhattacharjee<br>
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<b><span style="FONT-WEIGHT:bold;">From:</span></b> Mark Breman <m.breman@yahoo.com><br><b><span style="FONT-WEIGHT:bold;">To:</span></b> r-sig-finance@stat.math.ethz.ch<br><b><span style="FONT-WEIGHT:bold;">Sent:</span></b> Thursday, June 4, 2009 12:45:17 AM<br><b><span style="FONT-WEIGHT:bold;">Subject:</span></b> [R-SIG-Finance] determine non-linear correlation<br></font><br>I would like to know if two financial time-series are nonlinear correlated, and if so, what that correlation function is.<br>Is there an easy way to do this with R?<br><br>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... <br><br>Kind regards,<br><br>-Mark-<br><br><br> <br> [[alternative HTML version
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