Joseph Effect The Joseph Effect is the idea that movements over time follow statistical trends and cycles more than they occur at random.
JOSEPH EFFECT - The tendency for persistent time series (0.50 JOULE - A metric unit of energy. JOURNAL - in accounting transactions, is where transactions are recorded as they occur.
Joseph Effect - The idea that movements in a time series tend to be part of larger trends and cycles more often than they are completely random.
If thesystem had been up in the previous period, it is more likely that it will be down in thenext period and vice versa. Also called pink noise, or 1/f noise. See: Persistence, R/S Analysis, Hurst Exponent, Joseph Effect, Noah Effect.
However, a time series which exhibits Hurst statistics may abruptly change levels, skipping values either up or down. Mandelbrot coined the term "Noah effect" after the biblical story of the deluge. See: Joseph Effect, Hurst Exponent, Persistence, ...
See: Anti-persistence, Fractional Brownian Motion, Hurst Exponent, Persistence, Joseph Effect, Noah Effect.
See: Joseph Effect, Hurst Exponent, Persistence, Anti-persistence. NOB spread Notes over bonds spread.
See: Persistence, R/S Analysis, Hurst Exponent, Joseph Effect, Noah Effect. Antitrust laws Legislation established by the federal government to prevent the formation of monopolies and to regulate trade.
See also: Stock symbol, Funding, Refunding, Expense, Banks
 
|