"Time aggregation effect on the correlation coefficient: ..."

R. Jea, Chao-Ton Su, J.-L. Lin (2005)

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DOI: 10.1057/PALGRAVE.JORS.2601947

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type: Journal Article

metadata version: 2021-03-29

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R. Jea, Chao-Ton Su, J.-L. Lin:
Time aggregation effect on the correlation coefficient: added-systematically sampled framework. J. Oper. Res. Soc. 56(11): 1303-1309 (2005)

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