... 方差的分量:component of variance 方差比检定:variance ratio test 方(矩)阵:square matrix ...
基于192个网页-相关网页
市场效率系数由 Cochrane 等首先提出的方差比率检验(Variance Ratio Test) 演化而来。 若 VR 大于(或小于) 1, 则可以认为股票收益率序列存在正(或负) 相关关系, 而若 VR 等于 1(或接近 1), 则可...
基于60个网页-相关网页
...实证方法提出三项改良: 一,为了探讨注意宣告后,股票报酬是否存在平均数复归的现象,我们采用变异数比率检定(variance ratio test)来分析长短..
基于16个网页-相关网页
So, on the basis of the statistic analysis, we put forward the method of testing market efficiency which suits our country's real sitiations - wild bootstrap variance ratio test methods.
在此基础上,提出了适合中国资本市场实际情况的检验方法,即wild bootstrap方差比检验法。
参考来源 - 我国资本市场有效性检验的理论方法和实证分析·2,447,543篇论文数据,部分数据来源于NoteExpress
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.
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。
Optimum Ratio is obtained by orthogonal test and variance analysis for different factors and levels.
通过对型砂各因子和水平的正交试验和方差分析,得出了最佳的配比。
The test result shows that we got the optimum emulsified diesel oil of definite mixing ratio by variance analysis of power smoke and consume oil.
以发动机功率、耗油率和烟度的综合评价值为指标进行方差分析,优选最佳的乳化油配比方案。
应用推荐