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Ljung-Box statistic

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Ljung-Box statistic
A chi-square test of significance of higher order correlation existence. The marginal significance level is the probability that a no more higher order correlation exists.

 


Ljung-Box Statistic: A chi-square test of significance of higher order correlation existence.
Load: Situation in which a front-loaded mutual fund takes commission and fees out of investment capital before the money is put to work.

See also: Floor broker, Derivative, Deposit, Settlement price, Beta

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