반응형 KRW/USD1 [Forex] KRW/USD vs KOSPI,KOSDAQ Correlation Distribution X axis : KRW/USD Price Correlation CoefficientY axis : Number of stocksFeb-20141,000 Day ParameterKRW/USD Price vs KOSPI, KOSDAQ AnalysisThis stock mode of correlation coefficient is -0.5.In other words, the correlation coefficient of the other stocks is the many levels -0.5.Kurtosis of the distribution of the correlation is -1.24, and skew is 0.04.The stock are to be concentrated in the correla.. 2014. 4. 11. 이전 1 다음 반응형