Cross-correlation is a statistical measure of how different assets tend to move in price relative to each other over time. It is commonly used in developing portfolios that are optimized for effective ...

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} ...

Rohde & Schwarz will demonstrate FSWX3044, a twin-input 44GHz spectrum analyser with cross-correlation measurement at IMS2025 in San Francisco. The company emphasises a novel multi-path architecture ...