We propose a self-contained and accessible derivation of an exact formula for the n-point correlation functions of the signal measured when continuously observing a quantum system. The expression depends on the initial quantum state and on the Stochastic Master Equation (SME) governing the dynamics. This derivation applies to both jump and diffusive evolutions and takes into account common imperfections of realistic measurement devices. We show how these correlations can be efficiently computed numerically for commonly filtered and integrated signals available in practice.