English translation for "negative autocorrelation"
|
- 负自相关
Related Translations:
- Example Sentences:
| 1. | We analyse the dispersion of stock returns and have the tests of serial correlation . the results show that the trading mechanism has a significant effect on a number of characteristics of stock returns . first , the distribution of open - to - open returns has greater variance than that of close - to - close returns . second . the serial correlation pattern is quite different in the two return series . the open - to - open returns have negative autocorrelation coefficient , but the close - to - close returns is positive . further , employing an arma ( 1 , 1 ) model we find that in the opening . returns exhibit higher residual noise and stronger dependence on past returns , reflecting stronger deviations from the random - walk form of the market efficiency hypothesis 主要表现为:一,开盘收益序列比收盘收益序列具有更大的方差。二,两种收益序列的序列相关形式不同,开盘收益序列表现为负相关,而收盘收益序列表现为正相关。而且我们通过arma ( 1 , 1 )模型的进一步检验,发现开盘收益序列比收盘收益序列具有更大的残差,更依赖于过去的收益序列,也更偏离于市场有效的随机游走形式的假设。 |
- Similar Words:
- "negative attentionseekingg" English translation, "negative attenuation" English translation, "negative attitude" English translation, "negative attitude change" English translation, "negative attribute" English translation, "negative autocrine growth factor" English translation, "negative averment" English translation, "negative azeotrope" English translation, "negative b ignore a gate" English translation, "negative b-ignore-a gate" English translation
|
|
|