Illustrates the term serial autocorrelation
Illustrates the term serial autocorrelation?
Expert
Positive SAC is quite like trend following, negative Serial autocorrelation is quite like profit taking. (We use ‘quite like’ since technically speaking trending is, within stochastic differential equation terms, the function of the development or dt term, while SAC is in the random term.) The current level has been seen before, in the untimely thirties, mid of 1960s and late of 1980s. Remember what we have plotted here is an extremely simplistic.
Figure: The 252-day rolling Serial autocorrelation, with a lag of one day, for the Dow Jones Industrial index.
Serial autocorrelation measures only a moving window and with all the well-known faults. All the analysis could be improved upon dramatically, other than the consequences would not change.
What is Meant by ‘Complete’ and ‘Incomplete’ Markets?
What is an LBO (leveraged buyout)? Explain the risks and the potential rewards for the equity investors.
Elaborate the statement: Coefficient of variation is a better risk calculator to use than the standard deviation when estimating the risk of capital budgeting projects.
What is the reason that a company would probably not issue $1 million worth of fresh common stock in January to evade all short-term borrowing during the year?
Why are most futures positions closed out through a reversing trade instead of held to delivery?In forward markets, about 90 percent of all contracts that are primarily established result in the short making delivery to the long of the asset und
How is Sharpe ratio slope of the risk-free investment?
You are an investment banker advising a Eurobank regarding a new international bond offering it is considering. The proceeds are to be utilized to fund Eurodollar loans to bank clients. What sort of bond instrument would you suggested that the bank consi
Normal 0 false false
What are the factors responsible for the recent surge in international portfolio investment?
If we can’t measure calibration parameter how can we choose on its value?
18,76,764
1933320 Asked
3,689
Active Tutors
1420269
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!