 
 
 
 
|
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 MatchesEconomic dependenceEconomic dependence When the costs and/or revenues of one project depend on those of another.
Click to compare definitions of Markovian Dependence
Click to view definitions beginning ma
|
|