variance n. 1.變化,變動(dòng),變更;變度,變量;【統(tǒng)計(jì)】(平)方(偏)差。 2.(意見等的)相異;不和,沖突,爭(zhēng)論。 3.【法律】訴狀和供詞的不符。 at variance with 和…不和;和…不符 (at variance with the facts 不符事實(shí)。His conduct is at variance with his words. 他言行不符)。 set at variance 使不睦,離間。
ratio n. (pl. ratios) 1.比,比率,比值;比例;系數(shù)。 2.【經(jīng)濟(jì)學(xué)】復(fù)本位制中金銀的法定比價(jià)。 the ratio 3:2 (讀作 the ratio of three to two )3對(duì)2之比。 arithmetical ratio 公差,算術(shù)比。 direct ratio 正比。 inverse [reciprocal] ratio反比。 current ratio 電流比,電流變換系數(shù)。 nutritive ratio 營(yíng)養(yǎng)率。 vt. 1.用比例方式表達(dá);求出…的比值;使…成比例。 2.將(相片)按比例放大或縮小。
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。