Template-type: ReDIF-Paper 1.0
Author-Name: David E. Allen
Author-Workplace-Name: School of Mathematics and Statistics, University of Sydney, Australia, Department of Finance, Asia University, Taiwan, and School of 
	Business and Law, Edith Cowan University, Western Australia, Department of Finance, Asia University, Taiwan.
Author-Name:
 Michael McAleer
Author-Workplace-Name:
 Department of Quantitative Finance National Tsing Hua University, Taiwan and Econometric Institute Erasmus School of 
	Economics Erasmus University Rotterdam, The Netherlands and Department of Quantitative Economics Complutense University of 
	Madrid, Spain And Institute of Advanced Sciences Yokohama National University, Japan.
Title: “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment
Abstract: This note comments on the Generalised Measure of Correlation (GMC) suggested by Zheng et al. (2012). The GMC concept was largely anticipated in a 
	publication 115 years earlier, undertaken by Yule (1897), in the proceedings of the Royal Society. The note is directed at giving Yule (1897) credit 
	for covering the foundations of the topic comprehensively.
Classification-JEL: C12, C100, C130.
Keywords: Skewed correlation; Bravais formula; Generalised Measure of Correlation; Nonlinearity.
Length: 9 pages 
Creation-Date: 2018-09
Number: 2018-23
X-File-Ref: http://america.sim.ucm.es/repec/ucm/ref/doicae1823.txt
File-URL: https://eprints.ucm.es/id/eprint/49151/1/1823.pdf
File-Format: Application/pdf
Handle: RePEc:ucm:doicae:1823