News

Finance Strategists on MSN6d

Asset Class Correlations

Learn about asset class correlations, including definitions, types of asset classes, and measurement methods. Discover ...
When multiple variables are associated with a response, the interpretation of a prediction equation is seldom simple.
In general, mathematical coupling occurs when one variable directly or indirectly contains the whole or part of another, and the two variables are then analysed using correlation or regression, 4 ...
The efficiency gain of seemingly unrelated regression (SUR) relative to OLS is a decreasing function of correlation of variables across equations. This article examines the efficiency gain for an ...
Karl Pearson, On a New Method of Determining Correlation, when One Variable is Given by Alternative and the Other by Multiple Categories, Biometrika, Vol. 7, No. 3 (Apr., 1910), pp. 248-257 ...