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Autocorrelation can also be referred to as lagged correlation or serial correlation, as it measures the relationship between a variable's current value and its past values.
We extend the work of Perfect and Peterson by examining the daily autocorrelation and cross-correlation patterns of IPO returns. We find evidence that IPO investors make buy and sell decisions on ...
Zero Correlation Zone (ZCZ) sequences: Sequences with designated lags where both autocorrelation sidelobes and cross-correlations drop to zero, thus minimising interference in wireless ...