Correlation Integral

Definition:

The probability that two points are within a certain distance from one another. Used in the calculation of the correlation dimension.

Investing Essentials


Copyright © 2011 Campbell R. Harvey, Professor of Finance, Fuqua School of Business at Duke University

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Total return

In performance measurement, the actual rate of return realized over some evaluation period. In fixed income analysis, the potential return that considers all three sources of return (coupon interest... Read More

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