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Data frequency and Asynchronism
This is from the CFAI text SS6 page 18. "Data of high frequency are more sensitive to asynchronism across variables. As a result, high frequency data tend to produce lower correlation estimates"
I looked up the definition of asynchronism online but still don't understand it.
a lack of synchronism or coincidence in time |
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发表于 2011-7-11 19:20
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