Serial covariance
The covariance between a variable and the lagged value of the variable. In econometrics referred to as autocovariance. |
Similar financial terms
Serial bondsCorporate bonds arranged so that specified principal amounts become due on specified dates.
Variance-Covariance matrix
The variance-covariance matrix shows the variances and covariances between a number of different market variables.
Covariance
A statistical measure of the degree to which random variables move together.
