Correlation as probability : applications of Sheppard's formula to financial assets
Javier Giner, Judit Mendoza Aguilar and Sandra Morini-Marrero
| Year of publication: |
May 2018
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| Authors: | Giner, Javier ; Mendoza Aguilar, Judit ; Morini-Marrero, Sandra |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 5, p. 777-787
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| Subject: | Correlation | Stock returns | Joint probability | Bivariate normal distribution | Korrelation | Wahrscheinlichkeitsrechnung | Probability theory | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1414510 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011907938