协方差 [数] covariance ; cov ; Kovarianz ; product moment
协方差矩阵 [数] covariance matrix ; cov ; VARIANCE-COVARIANCE MATRIX
协方差分析 ANCOVA ; WICA ; Coanova ; Covariance
多元协方差 Multiple covariance
协方差函数 [数] covariance function
乘积矩/协方差 Product moment
互协方差 cross covariance ; cross-variance
样本协方差 [数] sample covariance ; covar_samp double precision double precision
总体协方差 [数] population covariance ; covar_pop double precision double precision
协方差法 [数] covariance method ; Variance-Covariance Method
另一个基本的概念是协方差。
负值的协方差就表示,二者反向变动。
A negative covariance means that they tend to move opposite each other.
很多个负值的结果相加,就会使协方差是一个负值。
If you get a lot of negative products, that makes the covariance negative.
One more thing, I said they're not independent, so we have to talk about the covariance between the returns.
还有,我说过它们不是相互独立的,因此我们还需要讨论两个收益率的协方差。
If you get a lot of negative products, that makes the covariance negative.
很多个负值的结果相加,就会使协方差是一个负值
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
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