Autocorrelation
Definition:
The Correlation of a Variable with itself over successive time intervals. Sometimes called serial correlation. ...
Autocorrelation: The correlation between the values of a time series and previous values of the same series.
American Style Options: An option contract that can be exercised at any time between the date of purchase and the expiration date.
for autocorrelation, which would indicate a failure of the model to capture the dynamics of the series, and for deviation of their variance from one, which would indicate misspecification of the dispersion.
By Dr W. B. Omrane and A. Heinen ...
Seasonal Autocorrelation Autocorrelation that shows up at 12-, 24-, 36- and 48-month lag intervals or at four, eight, 12 and 16 quarterly lags.
Autocorrelation: Correlation of the error terms from different observations of the same variable.
Also called serial correlation.
Autoregressive: Using historical data to predict future data.
autocorrelation A technique used to detect cyclic activity within the market.Also known as 'lagged... Automated Order Entry System An electronic system which bypasses the floor broker in order to expedite the execution of smaller orders.
 See also: Index, Market, Trading, Exchange, Signal
  
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