• Also, we need to know how much individual stocks are correlated with rm; we measure that by the regression coefficient.

    我们必须清楚,有多少个股与市场总体收益率相关;,我们用回归系数,即β系数来表示。

    耶鲁公开课 - 金融市场课程节选

  • If there were perfect correlation, then it would be a correlation of one.

    如果是完全正相关的,也就是相关系数等于一。

    耶鲁公开课 - 金融市场课程节选

  • I feel like I have to introduce concepts like variance and co-variance and correlation in order to talk about finance; so that's what we'll do in Lecture Two.

    我会讲到像方差,协方差,相关系数,这样的概念,为金融学的内容作一些铺垫,我们会在第二课讲到

    耶鲁公开课 - 金融市场课程节选

  • But you could estimate the corr-- it's probably positive.

    你可以估计一下,相关系数很可能是个正值

    耶鲁公开课 - 金融市场课程节选

  • So this is a measure--it's a scaled covariance.

    这个指标是相关系数

    耶鲁公开课 - 金融市场课程节选

  • .. The problem is again the ideal-- they're trying to work toward what I think of an ideal that we see in finance-- 1 mainly, the perfect correlation of consumption and the elimination of risk--we all help each other.

    问题又回到了理想-,他们为之奋斗的这种理想状态,如果用金融学的理念来解读-,就是消费与风险消除的相关系数为,即完全正相关,所有人都互助互利。

    耶鲁公开课 - 金融市场课程节选

  • It is defined as rho= That's the correlation coefficient.

    定义为,rho等于xy的协方差比xy各自的标准差的乘积,这就是相关系数

    耶鲁公开课 - 金融市场课程节选

$firstVoiceSent
- 来自原声例句
小调查
请问您想要如何调整此模块?

感谢您的反馈,我们会尽快进行适当修改!
进来说说原因吧 确定
小调查
请问您想要如何调整此模块?

感谢您的反馈,我们会尽快进行适当修改!
进来说说原因吧 确定