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http://dx.doi.org/10.1007/978-3-319-06880-0_3

has been cited by the following article:

• TITLE: Extended Correlations in Finance

  AUTHORS: Mark Burgin, Gunter Meissner

  KEYWORDS: Extended Correlation, Pearson Correlation, Financial Process, n-Aspect Correlation Coefficient, n-Factor Correlation Coefficient, Complete Correlation Coefficient, Total Correlation Coefficient

  JOURNAL NAME: Journal of Mathematical Finance, Vol.6 No.1, February 29, 2016

  ABSTRACT: Extended correlations, i.e. correlations that can take values less than − 1and/or larger than 1, occur naturally in mathematical models of financial processes. Extended correlations also occur in financial practice, especially in dispersion trading, implying arbitrage opportunities. Based on theoretical and practical emergence of extended correlations, we derive a mathematical framework for extended correlations explaining interpretations and applications. We develop a broader mathematical approach, which can model conventional as well as extended correlations.