Talk:Financial correlation

This is the talk page for discussing improvements to the Financial correlation article. This is not a forum for general discussion of the subject of the article.

Put new text under old text. Click here to start a new topic. New to Wikipedia? Welcome! Learn to edit; get help. Assume good faith Be polite and avoid personal attacks Be welcoming to newcomers Seek dispute resolution if needed Article policies Neutral point of view No original research Verifiability

Find sources: Google (books · news · scholar · free images · WP refs) · FENS · JSTOR · TWL

This article is rated C-class on Wikipedia's content assessment scale. It is of interest to the following WikiProjects:

Articles for creation This article was reviewed by member(s) of WikiProject Articles for creation. The project works to allow users to contribute quality articles and media files to the encyclopedia and track their progress as they are developed. To participate, please visit the project page for more information.Articles for creationWikipedia:WikiProject Articles for creationTemplate:WikiProject Articles for creationAfC This article was accepted on 30 November 2011 by reviewer Alpha Quadrant (talk · contribs). Finance & Investment Mid‑importance This article is within the scope of WikiProject Finance & Investment, a collaborative effort to improve the coverage of articles related to Finance and Investment on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.Finance & InvestmentWikipedia:WikiProject Finance & InvestmentTemplate:WikiProject Finance & InvestmentFinance & Investment Mid This article has been rated as Mid-importance on the project's importance scale.

The graph for the copulas appears to be mislabled - 1c is the T copula and 1b is the gausian. 62.73.153.102 (talk) 10:38, 11 October 2012 (UTC)[reply]

Edit: the labels of the graph are completely wrong. 1a is the clayton copula, 1b is the normal/gaussian copula, 1c is the t copula and 1d is the gumbel copula — Preceding unsigned comment added by 5.147.192.35 (talk) 15:36, 27 January 2014 (UTC)[reply]

Graph replaced. -- Avi (talk) 15:05, 30 January 2015 (UTC)[reply]

Placing the phrase here

It can be mathematically shown that the Gaussian copula has relative low tail dependence, as seen in the following scatter plots.

Avoid weasel words. State one way or the other and have citations. WP:WEASEL Esoxid^{talk•contribs} 22:19, 30 September 2013 (UTC)[reply]