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We introduce two types of ordinal pattern dependence between time series.Positive (resp. negative) ordinal pattern dependence can be seen as anon-paramatric and in particular non-linear counterpart to positive (resp.negative) correlation. We show in an explorative study that both types of thisdependence show up in real world financial data.

An Ordinal Pattern Approach to Detect and to Model Leverage Effects and Dependence Structures Between Financial Time Series