Correlation: Difference between revisions
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imported>Doug Williamson m (Link with Diversification page and Matching page.) |
imported>Doug Williamson (Expand to note quantitative dimension.) |
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Correlation describes the extent to which changes in one variable are associated with - or predictable from - changes in another variable. | ''Statistics.'' | ||
Correlation describes and quantifies the extent to which changes in one variable are associated with - or predictable from - changes in another variable. | |||
== See also == | == See also == | ||
* [[Correlation coefficient]] | * [[Correlation coefficient]] | ||
* [[Diversification]] | |||
* [[Hedging]] | |||
* [[Linear regression]] | * [[Linear regression]] | ||
* [[Matching]] | |||
* [[Mean deviation]] | |||
* [[Portfolio analysis]] | * [[Portfolio analysis]] | ||
* [[ | * [[Proxy]] | ||
* [[ | * [[Standard deviation]] | ||
* [[Trend analysis]] | |||
* [[Value at risk]] | |||
* [[Variability]] | |||
* [[Volatility]] | |||
[[Category:Corporate_finance]] | |||
[[Category:Investment]] | |||
[[Category:Long_term_funding]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
[[Category:Financial_products_and_markets]] | |||
Latest revision as of 23:56, 21 May 2021
Statistics.
Correlation describes and quantifies the extent to which changes in one variable are associated with - or predictable from - changes in another variable.
