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.
Security returns are found to be less correlated across countries than in a country. Why can it be?Security returns are less correlated possibly because countries are distinct from each other in terms of industry structure, macroeconomic policie
Who said, merger doesn’t create more risk?
What is an option price?
Explain the commonsense criteria that of a measure of risk.
Explain deterministic model.
How could MBAs cope?
Banks determine it essential to accommodate their client's needs to purchase or sell foreign exchange forward, in several instances for hedging purposes. How can the bank abolish the currency exposure it has formed for itself by accommodating a client's forw
When you add random numbers and get normal, what occurs when you multiply them?
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
Give an example of restrictive covenants that could be given in a bond’s indenture?
18,76,764
1931384 Asked
3,689
Active Tutors
1456719
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!