# Tag Info

You can use copulas. The probability that B rises given A rises is $P(- R_B < 0 | - R_A < 0) = \frac{P(-R_B < 0, - R_A < 0)}{P(-R_A < 0)} = \frac{C(F_{-B}(0),F_{-A}(0))}{F_{-A}(0)}$. You can specify the marginals as a GARCH process and use either non parametric or parametric copulas to get your final conditional probability.