Home > Term: serial covariance
serial covariance
The covariance between a variable and the lagged value of the variable; the same as autocorrelation.
- Vārdšķira: noun
- Nozare/domēns: Financial services
- Category: General Finance
- Company: Bloomberg
0
Autors
- Jessehe
-
(V.I.P) 32013 points - 40.13% positive feedback
