Work

The Exact Dimensional Threshold for Spearman Rank-Correlation Compatibility

Year: 2026

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.7225238

Authors: Ruodu Wang, Zhenyuan Zhang

Institutions: University of Waterloo, Stanford University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Natural Sciences and Engineering Research Council of Canada

Awards: G1286488529, G2614460161, Quantitative Risk Management

OpenAlex ID: W7202080585

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