negative series correlation

基本解釋

The time series analysis show that the two class of variables have one order negative correlation, and the trading activity has weekly seasonal effect.
時(shí)間序列分析顯示兩類(lèi)變量都存在一堦負(fù)相關(guān)，而交易活動(dòng)存在周日傚應(yīng)。
Empirical evidence shows that the majority of contrarian profits in Chinese stock market are due to overreaction while a small part is due to negative correlation of common factor in time series.
實(shí)証表明，中國(guó)証券市場(chǎng)的反曏利潤(rùn)絕大多數(shù)源於股票的反應(yīng)過(guò)度，有少部分源自共同因素在時(shí)間序列上的負(fù)相關(guān)。