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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Lead–lag effect ： ウィキペディア英語版 Lead–lag effect A lead–lag effect, especially in economics, describes the situation where one (leading) variable is cross-correlated with the values of another (lagging) variable at later times. For example, economists have found that in some circumstances there is a lead-lag effect between large-capitalization and small-capitalization stock-portfolio prices.〔Andrew W. Lo and A. Craig MacKinlay, "When are contrarian profits due to stock market overreaction," ''Review of Financial Studies'' 3 (2), 175-205 (1990).〕 (A loosely related concept is that of lead-lag compensators in control theory, but this is not generally referred to specifically as a "lead-lag effect.") ==References== 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Lead–lag effect」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.