Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market

Donald Lien، نويسنده , , N. Balakrishnan، نويسنده ,

فصلنامه با شماره پیاپی سال 2003

9

249

257

Order statistics , Conditional correlation analysis , Inventory e&ects , Futures market , Bivariate normal distribution

Statistics and Probability Letters

2003

Statistics and Probability Letters

140099