查询词典 variance ratio

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。

Using augmented Dickey-Fuller test, the result shows that BDI logarithm series is nonstationary but the first difference is stationary, i. e. it is integrated of order one. High-level ARCH effect was certification in the BDI logarithm series by ARCH LM test, and GARCH (1, 1) model was used to eliminate the conditional heteroscedasticity. Through variance ratio test, the result shows, that the random walk hypothesis of BDI logarithm series can be rejected and international dry bulk shipping market is inefficient.

运用ADF检验方法对BDI的对数序列进行平稳性和单整检验，结果证明BDI对数序列是一个非平稳过程，经一阶差分后是平稳过程，即BDI对数序列是一阶单整过程；通过ARCH LM检验认为BDI对数序列存在高阶ARCH效应，并用GARCH(1，1)模型消除了残差序列的条件异方差性；通过方差比检验法对国际干散货航运市场的收益率序列进行了检验，结果显示BDI的对数序列的随机游走假设被拒绝，国际干散货航运市场不是一个有效的市场。

Intra-/inter-specific spatial pattern: Four distribution measurements (variance/mean ratio, chi-square test, Clark-Evans index and Haberman residual analysis) were used.

分布格局分析采用四种方法：方差均值比、x〓检验、Clark-Evans指数和Haberman剩余分析，前2种属样方法，后2种属无样地法。

Consequently, there are many literatures on futures market searching the minimum variance hedge ratio.

相应的，有大量的关于期货市场的文献来寻找最小方差套期保值比。

Inference and Hypothesis Analysis of Two Populations - including Difference of the Mean, Ratio of the Variance, Difference of Proportions.

推理和假设分析两个种群-包括不同的平均，比例的差额，差额比例。

The method has good stability and low estimation variance even if the signal-to-noise ratio is quite low.

利用旋转不变技术的参数估计方法[3-5]出现于多信号分类法MUS

Under current futures prices are unbiased, different hedge ratios are the same as the minimum variance hedge ratio.

在期货价格趋势是公正的情况之下，在不同定义的风险指标的期货避险值是同等於风险指标在变异数情况最小的避险值。

In order to study the variation of the stiffness, the variance ratio of the stiffness within the same horizontal or vertical plane is computed.

为了研究该机床静刚度的变化情况，计算同一水平面或竖直面内的静刚度变化率。

To aim at parameter estimation of signal to noise ratio and high variance in low SNR based on time frequency distribution, this paper proposed a novel algorithm based on multimodal particle swarm optimization.

针对基于时频分布的参数估计存在信噪比阈值和低信噪比下方差大的问题，提出了一种基于多峰优化粒子群算法的跳频信号参数估计新算法。

I was up all night because I was in pain, she said.

我整夜，因为我在疼痛，她说。

A crow caws /craoks.

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