반응형 EUR/JPY1 [Forex] EUR/JPY vs KOSPI,KOSDAQ Correlation Distribution X axis : EUR/JPY Price Correlation CoefficientY axis : Number of stocksFeb-20141,000 Day ParameterEUR/JPY Price vs KOSPI, KOSDAQ AnalysisThis stock mode of correlation coefficient is -0.1.In other words, the correlation coefficient of the other stocks is the many levels -0.1.Kurtosis of the distribution of the correlation is -0.92, and skew is -0.03.The stock are to be concentrated in the correl.. 2014. 4. 13. 이전 1 다음 반응형