Daniella Welch Welch

None

SCHOLARLY PAPERS

1

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201

CITATIONS

4

Scholarly Papers (1)

1.

The Misleading Value of Measured Correlation

Wilmott, Volume 2012, Issue 62, pages 64-73, November 2012
Number of pages: 10 Posted: 15 Feb 2017
University of Oxford - Oxford-Man Institute of Quantitative Finance, None, None and University of Oxford - Department of Economics
Downloads 201 (150,131)

Abstract:

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correlation; cointegration; mean reversion; cointelation