並列摘要
Using a probability correlation coefficient, the paper gives a new way to estimate the autocorrelations of the index stock returns. The empirical research shows that there are differences between the probability correlation coefficient and the classical autocorrelation. It is notable not only the magnitudes that are the differences of their absolute values, but also the directions of the correlation, positive or negative. Therefore, to depict correlativity with autocorrelation coefficient would comprise limitations.
並列關鍵字
無資料延伸閱讀
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