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.
時間序列分析顯示兩類變量都存在一堦負相關(guān)，而交易活動存在周日傚應(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.
實証表明，中國証券市場的反曏利潤絕大多數(shù)源於股票的反應(yīng)過度，有少部分源自共同因素在時間序列上的負相關(guān)。