variance ratio造句
例句與造句
- In the last part , simultaneously analyzed three types of weak - form market efficiency tests - auto regression , run tests and variance ratio test for various data frequencies , perform the tests on both the shanghai and shenzhen markets for a period of more than six years
第三章中,本文運(yùn)用自回歸、游程檢驗(yàn)和方差比檢驗(yàn)三種模型分別對(duì)我國(guó)上海股票市場(chǎng)和深圳股票市場(chǎng)的弱式有效性進(jìn)行分析。 - We empirically test the return serial correlation of shanghai stock market under the vr ( variance ratio ) test framework . we suggest that the test results of index and individual stocks are consistent with the exist results . the index return is positive serial correlation and individual stocks returns are weakly negative serial correlation
2 .我們使用高頻交易數(shù)據(jù),在方差比檢驗(yàn)的框架下檢驗(yàn)了上海證券市場(chǎng)收益率的序列相關(guān)性,我們發(fā)現(xiàn)在市場(chǎng)指數(shù)和個(gè)股樣本方面的檢驗(yàn)結(jié)果與以往的研究結(jié)果存在一致性,即指數(shù)收益率存在正序列相關(guān)性,而個(gè)股收益率存在弱負(fù)序列相關(guān)性。 - It's difficult to find variance ratio in a sentence. 用variance ratio造句挺難的