Correlation and the time interval over which the variables are measured
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Publication:1362044
DOI10.1016/0304-4076(95)01795-XzbMath0873.62056MaRDI QIDQ1362044
Publication date: 3 August 1997
Published in: Journal of Econometrics (Search for Journal in Brave)
stochastic processescorrelation coefficientinvestment horizondifferencing intervalportfolio selection correlations
Applications of statistics to economics (62P20) Measures of association (correlation, canonical correlation, etc.) (62H20)
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