价值工程
價值工程
개치공정
VALUE ENGINEERING
2013年
7期
153-154
,共2页
股票市场%弱式有效性%检验方法
股票市場%弱式有效性%檢驗方法
고표시장%약식유효성%검험방법
stock market%weak-form efficiency%test methods
文章在采用游程检验法、符号检验法、序列相关检验法、单位根检验法和GARCH检验法等5种不同检验方法对中证证流通指数日收盘价或日收益率进行检验后得出我国的股票市场已基本达到弱式有效的结论.
文章在採用遊程檢驗法、符號檢驗法、序列相關檢驗法、單位根檢驗法和GARCH檢驗法等5種不同檢驗方法對中證證流通指數日收盤價或日收益率進行檢驗後得齣我國的股票市場已基本達到弱式有效的結論.
문장재채용유정검험법、부호검험법、서렬상관검험법、단위근검험법화GARCH검험법등5충불동검험방법대중증증류통지수일수반개혹일수익솔진행검험후득출아국적고표시장이기본체도약식유효적결론.
After using 5 different test methods, the runs test method, symbol test, serial correlation test, the unit root test method and GARCH Inspection Act, to inspect day's closing price or the daily yield on the permit card circulation index China's stock market, this paper has reached the conclusion that China's stock market is weak-form efficiency.
