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Markovian Dependence

The financial definition for Markovian Dependence:

The condition where observations in a time series are dependent on previous observations in the near term. Markovian dependence dies quickly, while long-memory effects like Hurst dependence, decay over very long time periods.




Similar Matches

Economic dependence

Economic dependence
When the costs and/or revenues of one project depend on those of another.




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