Some properties of local Gaussian correlation and other nonlinear dependence measures Geir Drage Berentsen Ricardo Cao Mario Francisco-Fernandez Dag Bjarne Tjøstheim Publication details Journal: Journal of Time Series Analysis, p. 352–380, 2016 Publisher: Blackwell Publishing Link: DOI: doi.org/10.1111/jtsa.12183 Dag Bjarne Tjøstheim Professor II You are here: Home Publications Scientific article Some properties of local Gaussian correlation and other nonlinear dependence measures