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

Journal of the Operational Research Society

Volumn 56, Issue 11, 2005, Pages 1303-1309

  Jea, R ^a   Su, C T ^b   Lin, J L ^c,d  

^a NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

^b NATIONAL TSING HUA UNIVERSITY   (Taiwan)

^c INSTITUTE OF ECONOMICS   (Taiwan)

^d NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

Author keywords

Correlation coefficient; Systematic sampling; Time interval

Indexed keywords

FINANCE; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; REGRESSION ANALYSIS; STATISTICAL METHODS;

CORRELATION COEFFICIENTS; RANDOM VARIABLES; TEMPORAL AGGREGATION; TIME INTERVAL EFFECT;

CORRELATION THEORY;

EID: 27144541561     PISSN: 01605682     EISSN: None     Source Type: Journal    
DOI: 10.1057/palgrave.jors.2601947     Document Type: Article

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