Anti-Persistence
Definition
In R/S Analysis, an anti-persistent time series reverses itself more often than a random series would. If the system had been up in the previous period, it is more likely that it will be down in the next period and vice versa. Also called pink noise, or 1/f noise. See: Persistence, R/S Analysis, Hurst Exponent, Joseph Effect, Noah Effect.
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Getting Started In Stocks
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The NASDAQ Dozen
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The 10 Commandments Of Investing
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The Lowdown On Penny Stocks
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10 Things To consider Before Selecting An Online Broker
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Start Investing With Only $1,000
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Copyright © 2011 Campbell R. Harvey, Professor of Finance, Fuqua School of Business at Duke University
Term of the Day
Overwriting
A speculative option strategy that involves selling call or put options on stocks that are believed to be overpriced or underpriced; the options are expected not to be exercised.
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