Autocorrelation Test of Weak form of market efficiency, Test of market efficiency скачать в хорошем качестве

Autocorrelation Test of Weak form of market efficiency, Test of market efficiency

Autocorrelation Test of Weak form of market efficiency, Test of market efficiency This video explains the concept of autocorrelation as a test for weekly market efficiency. In autocorrelation, we compare price data from two different time periods to determine whether the market is efficient or inefficient. If the correlation value is close to zero, the market is considered efficient. However, if there is a high degree of correlation between the two periods, the market is said to be inefficient. The video illustrates this concept using a hypothetical example. Other tests of market efficiency are discussed in separate videos.