Epps effect

短语

词形变化

Epps effects 复数 Epps effects

释义与例句

n.
  1. 1.

    The phenomenon that the empirical correlation between the returns of two different stocks decreases with the length of the interval for which the price changes are measured.

    金融

词源

Named after T. W. Epps, who proposed the effect.

来源：wiktionary