查询词典 variance

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。

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。

The split between the two groups can hardly be papered over.

这两个团体间的分歧难以掩饰。

This approach not only encourages a greater number of responses, but minimizes the likelihood of stale groupthink.

这种做法不仅鼓励了更多的反应，而且减少跟风的可能性。