# Local Gaussian correlation: A new measure of dependence

**Type:** Papers  
**Canonical URL:** https://scholariq.org/papers/local-gaussian-correlation-a-new-measure-of-dependence/

## Facts

| Field | Value |
| --- | --- |
| Author Names | Dag Tjøstheim,Karl Ove Hufthammer |
| Citations | 110 |
| DOI | 10.1016/j.jeconom.2012.08.001 |
| Fields | Economics, Econometrics and Finance |
| Open Access | false |
| OA Status | closed |
| OpenAlex ID | https://openalex.org/W2080081864 |
| Type | article |
| Year | 2012 |

## Paper authors

- [Karl Ove Hufthammer](https://scholariq.org/researchers/karl-ove-hufthammer/)

## Paper primary topic

- [Financial Risk and Volatility Modeling](https://scholariq.org/topics/financial-risk-and-volatility-modeling/)

## Paper topics

- [Financial Risk and Volatility Modeling](https://scholariq.org/topics/financial-risk-and-volatility-modeling/)
- [Complex Systems and Time Series Analysis](https://scholariq.org/topics/complex-systems-and-time-series-analysis/)
- [Market Dynamics and Volatility](https://scholariq.org/topics/market-dynamics-and-volatility/)

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Source: ScholarIQ — public research metadata, principally OpenAlex. See https://scholariq.org/sources/ for provenance and https://scholariq.org/methodology/ for what these figures mean.