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Local correlation with moderator variable - MaRDI portal

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Local correlation with moderator variable (Q1879472)

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scientific article; zbMATH DE number 2102331
Language Label Description Also known as
English
Local correlation with moderator variable
scientific article; zbMATH DE number 2102331

    Statements

    title
    Local correlation with moderator variable (English)
    0 references
    author
    Klaus Abberger
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    publication date
    22 September 2004
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    zbMATH Keywords
    local correlation
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    moderator variable
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    kernel estimator
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    stock returns
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    time series
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    autocorrelation
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    volume
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    Identifiers

    Mathematics Subject Classification ID
    62G07
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    62H20
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    62P05
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    zbMATH DE Number
    2102331
    0 references
     
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