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Meaning of Epps effect | Babel Free

Noun CEFR B2

Definitions

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.

CEFR level

B2
Upper Intermediate
This word is part of the CEFR B2 vocabulary — upper intermediate level.
See all B2 English words →

See also

Eppstein Eppstein's algorithm eppy EPQ EPR EPR telephone

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