anti-persistence

anti-persistence
In R/S analysis, an anti-persistent time series ( time series models) 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. Bloomberg Financial Dictionary
See: R/S analysis, Hurst exponent, Joseph effect, Noah effect. Bloomberg Financial Dictionary

Financial and business terms. 2012.

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