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- 2011-7-2
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- 2014-6-28
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when investments are seriall correlated, the estimate of standard deviation is lower.
why
when correlation is for example 1, then the last term in a st.dev. formula would be added and make st.dv. larger compared to when correlation were zero??
what am i not understanding?? |
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发表于 2013-4-2 14:49
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