variance n. 1.变化,变动,变更;变度,变量;【统计】(平)方(偏)差。 2.(意见等的)相异;不和,冲突,争论。 3.【法律】诉状和供词的不符。 at variance with 和…不和;和…不符 (at variance with the facts 不符事实。His conduct is at variance with his words. 他言行不符)。 set at variance 使不睦,离间。
ratio n. (pl. ratios) 1.比,比率,比值;比例;系数。 2.【经济学】复本位制中金银的法定比价。 the ratio 3:2 (读作 the ratio of three to two )3对2之比。 arithmetical ratio 公差,算术比。 direct ratio 正比。 inverse [reciprocal] ratio反比。 current ratio 电流比,电流变换系数。 nutritive ratio 营养率。 vt. 1.用比例方式表达;求出…的比值;使…成比例。 2.将(相片)按比例放大或缩小。
In the last part , simultaneously analyzed three types of weak - form market efficiency tests - auto regression , run tests and variance ratio test for various data frequencies , perform the tests on both the shanghai and shenzhen markets for a period of more than six years 第三章中,本文运用自回归、游程检验和方差比检验三种模型分别对我国上海股票市场和深圳股票市场的弱式有效性进行分析。
We empirically test the return serial correlation of shanghai stock market under the vr ( variance ratio ) test framework . we suggest that the test results of index and individual stocks are consistent with the exist results . the index return is positive serial correlation and individual stocks returns are weakly negative serial correlation 2 .我们使用高频交易数据,在方差比检验的框架下检验了上海证券市场收益率的序列相关性,我们发现在市场指数和个股样本方面的检验结果与以往的研究结果存在一致性,即指数收益率存在正序列相关性,而个股收益率存在弱负序列相关性。