Which of the following statements about correlation and copula are correct?
I. Copula enables the structures of correlation between variables to be calculated separately from their marginal distributions.
II. Transformation of variables does not change their correlation structure.
III. Correlation can be a useful measure of the relationship between variables drawn from a distribution without a defined variance.
IV. Correlation is a good measure of dependence when the measured variables are distributed as multivariate elliptical.
AI and IV only.
BII, III, and IV only.
CI and III only.
DII and IV only.
打开微信扫一扫
添加FRM讲师
课程咨询热线
400-963-0708
微信扫一扫
还没有找到合适的FRM课程?赶快联系学管老师,让老师马上联系您! 试听FRM培训课程 ,高通过省时省心!