variance ratio test

variance ratio test的基本解释

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方差比率检验

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方差比检验

与variance ratio test相关的网络例句 [注：此内容来源于网络，仅供参考]

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，本文运用自回归、游程检验和方差比检验三种模型分别对我国上海股票市场和深圳股票市场的弱式有效性进行分析。

This essay introduced the method and the empirical results of run test, Dickey-Fuller test and variance ratio test on the efficient market hypothesis. Furthermore, reviewed the volatility test method and empirical result on the EMH which relative to the tests based on stock market return.

摘 要：介绍了市场有效性假定的游程检验，DF检验以及方差比检验的方法和相关实证研究的结果，与以上基于股票市场收益的市场有效性检验相对应，对市场有效性假定的波动性检验方法以及实证结果进行了述评。

The efficiency problem on the electricity futures market is systematically investigated from the three aspects, i.e., the market efficiency, the price discovery function and the hedge function by means of the. cointergration technique, the variance ratio and the Granger causality test methods, etc.

从电力期货市场的有效性、价格发现功能效率和套期保值功能效率三个方面，借助协整技术、方差比检验、Granger因果检验等，系统地研究了电力期货市场的效率问题。

Based on Wilcoxon rank sum test, variance ratio test and Fama-MacBeth regression method, this study finds that Chinese listed companies tend to issue new equity after information disclosure. The two regular corporate financial reports around its issuing announcement are all informative, but the one before the issuing announcement does not transfer better information to the market.

基于Wilcoxon秩和检验、方差比检验以及Fama-MacBeth回归方法的实证结果表明：我国上市公司倾向于在信息披露之后公告新股发行；我国上市公司发行公告前后两个定期报告皆具有信息含量，但发行公告之前的定期报告没有向市场传递更好的信息。

We can found that China stock market is not completely weak effective by auto-correlation test, runs test, unit root test and variance ratio test. The TT-kyle model is derived from kyle model by adding weak effectiveness and irrational factor. This chapter describes impact of weak effectiveness and irrational factor on the trading volume and price. The fifth part analyses the relationship between the transaction duration and insider trading.

第四部分研究了市场有效性与内幕交易的关系，运用自相关性检验、游程检验、单位根检验、方差比检验等方法对我国证券市场的弱有效性进行验证，得出我国证券市场不完全弱有效的结论，在Kyle模型中加入弱有效性和非理性因素，提出了TT-kyle模型，分析弱有效性和非理性因素对内幕交易者的交易量和价格的影响，并提出了提高我国证券市场效率的相关对策建议。

与variance ratio test相关的网络解释 [注：此内容来源于网络，仅供参考]

variance ratio test：检验

的方差不同,基于 MLE 的似然比检验(Likelihood Ratio Test)在 的条件概率分布模型设定错如 Lo & Mackinlay(1988)在使用方差比检验(Variance Ratio Test)研究美国股市有效性时,有时间"平稳性" (Stationarity)或不同经济人的数据生成过程具有"同质性" (Homogeneity).

variance ratio test：方差比检定

variance ratio 方差比 | variance ratio test 方差比检定 | variate 随机变数

variance ratio test：变异数比检定

变异数比分布 variance ratio distribution | 变异数比检定 variance ratio test | 变异数稳定相关法 variance -stabilization correlation method

variance ratio test：方差比检定 本文来自:博研联盟论坛

variance ratio 方差比 本文来自:博研联盟论坛 | variance ratio test 方差比检定 本文来自:博研联盟论坛 | variate 随机变数 本文来自:博研联盟论坛

variance ratio test f：检验

variance 离散 | variance ratio test f 检验 | variation 变异