This paper presents a generalization of the concept of vector correlation proposed by Escoufier (1973) to the context of time series. For two jointly stationary multivariate stochastic processes { Xt} ...
Lately, Bitcoin price has been showing record-high levels of correlation with traditional markets and on July 9 the correlation between the S&P 500 and BTC reached a new all-time high. Data from Skew ...
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