Time aggregation effect on the correlation coefficient: added-systematically sampled framework

DOI10.1057/palgrave.jors.2601947zbMath1190.91159OpenAlexW2062218886MaRDI QIDQ3370363

Jin-Lung Lin, Rong Jea, Chao-Ton Su

Publication date: 7 February 2006

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601947

zbMATH Keywords

correlation coefficientsystematic samplingtime interval

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

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