Some Statistical Tests and Experiments for Correlation of Financial Series

This short note describes some statistical tests and experiments for serial correlations of historical stock prices. More precisely, some parameters calculated via empirical characteristics functions are compared with the same parameters for time series with known degree of correlation

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Year of publication:	2009
Authors:	Dokuchaev, Nikolai
Publisher:	[2009]: [S.l.] : SSRN
Subject:	Statistischer Test \| Statistical test \| Korrelation \| Correlation \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Experiment

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