|
 |
Investing Glossary:
Anti-Persistence
Copyright 2010,
Campbell R. Harvey. All Rights Reserved.
Do not reproduce without explicit permission.
- A -
| Term: |
|
| Definition: |
| In R/S Analysis, an anti-persistent time Series reverses itself more often than a random series would. If the system had been Up in the previous period, it is more likely that it will be down in the next period and vice versa. Also called pink noise, or 1/f noise. See: Persistence, R/S Analysis, Hurst Exponent, Joseph Effect, Noah Effect.
|
|
|
| |
|
