dynamic leverage mechanism. The correlation-adjusted variant outperforms the naive implementation of the strategy and the …

, classical correlation measurements are typically based on either time series correlations or spatial dependence; they cannot be … directly applied to financial data with spatiotemporal correlations. The spatiotemporal correlation coefficient model with … correlation or spatial correlation, respectively. Empirical findings show that the proposed coefficient is highly effective and …

, the paper analyzes the returns correlation, serial correlation and heteroscedasticity on the NSE All-share Index, Banking … from the ACF and LB-Q statistics indicate evidence of serial correlation in majority of the sectors’ returns. Furthermore …

-based measures of variance, standard deviation, co-variance and correlation possess a much higher degree of persistence compared to …