Autocorrelation can be used for analyzing many types of data. In investments, autocorrelation is part of the technical analysis toolkit used to assess the predictability of asset returns.

The simulation results show that the injection of autocorrelation into interarrival times, and to a lesser extent into service demands, can have a dramatic impact on performance measures. From a ...

We extend the work of Perfect and Peterson by examining the daily autocorrelation and cross-correlation patterns of IPO returns. We find evidence that IPO investors make buy and sell decisions on ...