通过GARCH(1, 1)的市场有效性检验,论证了中国期货市场尚未达到弱式有效,市场风险较大。
By the GARCH (1, 1) model, we verifies that the Chinese futures market doesn't reach the stage of weak market efficiency until now, which proves to be of high risk.
通过GARCH(1,1)的市场有效性检验,论证了中国期货市场三个阶段均尚未达到弱式有效,市场风险较大。
By the GARCH (1, l) model, we verify that the three stages of the Chinese futures market don't reach the stage of weak market efficiency until now, which proves to be of high risk.
未经检验的干细胞疗法在市场上停留的时间越长,那些使用历史被做为其安全性和有效性的证明的风险就越大。
The longer that unproven therapies stay on the market, the greater is the risk that a history of use can be framed as evidence of safety and efficacy.
利用这种方法,还对我国A股市场的弱有效性加以检验,发现我国A股市场弱有效性不成立。
By testing the weak efficiency of Chinese A-share market in this paper, the conclusion that Chinese A-share market not be weak efficiency is made.
最后通过对中国证券市场的实证研究以及事后检验可以证明所研究方法的可行性、有效性。
Finally, the empirical research and the after test on the Chinese stock market proved the feasibility and effectiveness of the methods.
通过方差比检验,我们发现中国权证市场不具弱有效性,简单交易规则一定程度上能在权证市场中有效预测。
Through variance ratio test, we find the Chinese warrant markets do not reach weak form market efficiency, and simple trading rules of technique analysis prove some kind of efficacy.
对我国股票市场有效性的实证检验,不同的检验方法、样本区间和数据处理方法,都可能会影响得出不同的检验结论。
The conclusions of the empirical tests on EMH of Chinas stock market may be different due to the test methods, sample interval and data processing methods applied.
我们得到沪深指数和沪深ST板块的组合符合市场弱有效性,而有些个别ST股票未能通过检验。
We get the results that the stock indices and portfolio of ST pass the test, but some ST stocks can't pass the test.
利用北京和上海住宅市场与写字楼市场的数据,考察了市场中收益和风险的特征,并检验了它们是否满足市场有效性的要求。
By sampling the housing and office market data in Beijing and Shanghai, this paper examines the return and risk characteristics in these markets and tests whether they are efficient or not.
所有的有效性检验只能检验市场无效,而不能证明其已经达到有效。
All tests should on ly be directed at market inefficiency, not market efficiency.
文章以上海股票市场486家上市公司的数据为样本,对套利定价模型在我国证券市场的有效性进行了检验。
This paper samples 486 companies in Shanghai stock market with the testing of the APT model on the availability in China security market.
这些检验理论和方法对我国正处于成长时期的证券市场的有效性判断具有理论指导意义。
These have great significance of theoretical guidance in judging effectiveness of our securities markets which are under growth.
由于在真实的市场环境中无法精确测度人的过度自信程度,虽然对过度自信进行研究的理论层出不穷,但如何利用实证数据检验这些理论的有效性仍然面临着较大的障碍。
Although great of propositions have studied on overconfidence, how to test them using field data is still faced with obstacle, because overconfidence level can't be evaluated accurately in real world.
由于在真实的市场环境中无法精确测度人的过度自信程度,虽然对过度自信进行研究的理论层出不穷,但如何利用实证数据检验这些理论的有效性仍然面临着较大的障碍。
Although great of propositions have studied on overconfidence, how to test them using field data is still faced with obstacle, because overconfidence level can't be evaluated accurately in real world.
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