Correlation and the time interval over which the variables are measured

Journal of Econometrics

Volumn 76, Issue 1-2, 1997, Pages 341-350

  Levy, Haim ^a   Schwarz, Gideon ^a  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

Correlation coefficient; Differencing interval; Investment horizon; Stochastic processes

Indexed keywords

EID: 0008612030     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(95)01795-X     Document Type: Article

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