搜索结果: 1-1 共查到“理论统计学 Life time of correlation”相关记录1条 . 查询时间(0.19 秒)
Life time of correlation between stocks prices on established and emerging markets
Life time of correlation correlation coefficient price history stocks
2011/6/21
The correlation coefficient between stocks depends on price history and
includes information on hierarchical structure in financial markets. It is
useful for portfolio selection and estimation of ri...