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- W3174060901 abstract "To ameliorate some drawbacks of Martingale Difference Correlation (MDC) such as the asymmetry in the sense that for a pair of vectors, the value of MDC may not be equal to 1, and the self-MDC of an..." @default.
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- W3174060901 date "2021-04-03" @default.
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- W3174060901 title "Modified martingale difference correlations" @default.
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- W3174060901 doi "https://doi.org/10.1080/10485252.2021.1941951" @default.
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