반응형 EUR/GBP1 [Forex] EUR/GBP vs KOSPI,KOSDAQ Correlation Distribution X axis : EUR/GBP Price Correlation CoefficientY axis : Number of stocksFeb-20141,000 Day ParameterEUR/GBP Price vs KOSPI, KOSDAQ AnalysisThis mode of correlation coefficient is 0.3.In other words, the correlation coefficient of the other stocks is the many levels 0.3.Kurtosis of the distribution of the correlation is -0.9, and skew is 0.02.The currency rate are to be concentrated in the correlat.. 2014. 4. 9. 이전 1 다음 반응형