HomeDefinitionsCompareDebt Correlation IntegralThe financial definition for Correlation Integral:The probability that two points are within a certain distance from one another. Used in the calculation of the correlation dimension. Similar MatchesAutocorrelationAutocorrelationThe correlation of a variable with itself over successive time intervals. Sometimes called serial correlation. CorrelationCorrelationStatistical measure of the degree to which the movements of two variables (stoc../../finance-glossary/optio../../finance-glossary/convertible prices or returns) are related. See: Correlation coefficient. Correlation coefficientCorrelation coefficientA standardized statistical measure of the dependence of two random variables, defined as the covariance divided by the standard deviations of two variables. Further SuggestionsCorrelation DimensionClick to compare definitions of Correlation Integral Click to view definitions beginning co |