Local correlation with moderator variable (Q1879472)
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scientific article; zbMATH DE number 2102331
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Local correlation with moderator variable |
scientific article; zbMATH DE number 2102331 |
Statements
Local correlation with moderator variable (English)
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22 September 2004
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local correlation
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moderator variable
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kernel estimator
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stock returns
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time series
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autocorrelation
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volume
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0.84219134
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0.8412362
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