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- Correlation
- the interdependence between pairs of variables in data
- Correlation definition on BNET »
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- Commercial Governance Ratings in Question
- The Find: Governance advisory firms claim they can predict the future performance of a public company by analyzing public data, but new research claims the value of their ratings is dubious at best. ...
- Blog posts 2008-07-08
- Industry Analyst Dirty Pool (Recognize It, Then Get Over It)
- Love 'em or hate 'em ... analysts play an important role in guiding the buying decision making process in your industry. At least some percentage of your customers values their advice. The trade press look to them for perspectives on emerging markets. Regardless of your personal disdain...
- Blog posts 2007-07-12
- Testing Alternative Theories of the Property Price - Trading Volume Correlation
- This article examines the correlation between the real housing price and trading volume. Contrary to the predictions of standard rational expectation models, a robust positive correlation between the two variables is identified. While no clear lead-lag relationship is found in the raw data, which is more consistent with the down...
- White papers 2002-01-01
- Generalized Correlation for the Viscosity of Hydrocarbons Based on Corresponding States Principles and Molar Refraction
- A generalized correlation in terms of the reduced molar refraction parameter r is proposed for the calculation of the viscosity of dense hydrocarbon fluids. The input parameters are the refractive index and density at 20 °C, molecular weight, critical temperature, and pressure. For saturated gases (Pr < 1), the absolute...
- White papers 2004-12-03
- Comovement
- A number of studies have identified patterns of positive correlation of returns, or co-movement, among different traded securities. We distinguish three views of such co-movement. The traditional fundamentals view explains the co-movement of securities through positive correlations in the rational determinants of their values, such as cash flows or discount...
- White papers 2001-11-01
- Are Measured School Effects Just Sorting? Causality and Correlation in the National Education Longitudinal Survey
- Youths who share a school and neighborhood often have similar academic achievement, but some studies find all or most of this apparent effect is due to sorting, not to the neighborhood itself. This paper presents a collage of evidence from the National Educational Longitudinal Survey NELS indicating that a significant...
- White papers 2003-01-06
- Correlation Shifts and Real Estate Portfolio Management
- There is a tendency for the average correlation among assets to increase when the market falls and vice-versa. Thus, assuming that the correlation between assets is a constant over time seems unrealistic. Nonetheless, these changes in the correlation structure as a consequence of changes in the market's return suggests that...
- White papers 2002-04-01
- Inferring the Cost of Capital Using the Ohlson-Juettner Model
- The paper compares the risk premiums RP inferred by relating price to earnings forecasts using the Ohlson-Juettner (OJ 2000) and residual income valuation RIV model in three ways: correlation with frequently cited risk factors; correlation with RP estimated by multiplying current realizations of risk factors by coefficients obtained from regressing...
- White papers 2002-12-02
- Evaluation of Empirical Correlations for Natural Gas Hydrate Predictions
- The petroleum industry spends millions US dollars to combat the formation of hydrates. So, the accuracy of estimating the natural gas hydrates is extremely important for optimizing the cost of piping systems and processing units. Understanding how, when, and where gas hydrate form provides the engineer the method to predict...
- White papers 2004-09-01
- Determinants of Real House Price Dynamics
- The paper explores the dynamics of real house prices by estimating serial correlation and mean reversion coefficients from a panel data set of 62 metro areas from 1979-1995. The serial correlation and reversion parameters are then shown to vary cross sectionally with city size, real income growth, population growth, and...
- White papers 2002-10-01
- Deriving Credit Portfolio Diversification Properties From Large Asset-Backed Security Pools
- The present analysis estimates Markowitz portfolio correlations for retail loan portfolios. The correlations are derived from almost $1 trillion of asset backed security pools originated by more than five hundred issuers between January and September. Such a broad sample, comprised of several hundred thousand pool-month observations, provides a unique opportunity...
- White papers 2005-12-19
- On Correlation Between Single-Trial ERP and GSR Responses: A Principal Component Regression Approach
- The study present in this paper investigates the correlation between single-trial evoked brain responses and Galvanic Skin Responses GSR. The correlation between the two signals examined by using a modified principal component regression based approach. A potential application of the study is to utilize the GSR measurements in a form...
- White papers 2006-06-28
- How To Turn Time Into Profits
- The age-old adage says time is money. Well, maybe not exactly. We all have the same amount of time each day. Our corporate and personal worth varies, but there is a correlation between a wise use of time and profitability. How we choose to spend our time can directly impact...
- White papers 2007-12-01
- Spectra Energy Corp. Q3 2008 Earnings Call Transcript
- Question-and-Answer SessionOperator Operator Instructions Your first question comes from the line of Paul Fremont. Fred Fowler Good morning, Paul. Paul Fremont - Jefferies & Co. Thank you. You talk about 51% correlation in the third quarter and that still represents some lower oil prices in the third quarter than...
- Earnings calls 2008-11-06
- Was This Bear Market Really So Different?
- While the recent downturn was one of the worst on record, the recovery looks a lot like previous bounce-backs. And that means many of the old investing lessons still apply. ...
- Articles 2009-09-29
- International Diversification: Rising Correlations
- Conventional wisdom says that when markets are down, the correlation of all asset classes move to one. This takes a second look at the evidence. by Larry Swedroe
- Blog posts 2009-07-13
- Correlation of 2D Reconstructed High Resolution CT Data of the Temporal Bone and Adjacent Structures to 3D Images
- The temporal bone anatomy is difficult to comprehend by looking at cross-sectional CT-images alone. 3D-visualization can help to understand the spatial relationship of the bony parts of the skull base, nerve structures and the middle and inner ear. 2D-images, however, often reflect the anatomy more accurately as some detail is...
- White papers 2001-04-12
- Weighted Monte-Carlo Methods for Multi-Asset Equity Derivatives: Theory and Practice
- This document presents a statement of the calibration problem for multi-asset equity derivatives. It then illustrates a weighted Monte Carlo simulation (max-entropy and applies it to Arbitrage Pricing of Basket Options. The presentation then draws a comparison between WMC and Steepest Descent Method. Finally, it provides comments on correlation skew...
- White papers 2002-11-25
- Correlation and Dependence in Risk Management: Properties and Pitfalls
- Modern risk management calls for an understanding of stochastic dependence going beyond simple linear correlation. This paper deals with the static (non-time-dependent) case and emphasizes the copula representation of dependence for a random vector. Linear correlation is a natural dependence measure for multivariate normally and, more generally, elliptically distributed risks...
- White papers 2000-08-09
- Testing Alternative Theories of the Property Price-Trading Volume Correlation
- This article examines the correlation between the real housing price and trading volume. Contrary to the predictions of standard rational expectation models, a robust positive correlation between the two variables is identified. While no clear lead-lag relationship is found in the raw data, which is more consistent with the down...
- White papers 2002-01-01
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