Amongtlmeni, the test forweak-form efficiency includes unit root test, first-order serialcorrelation test,second-order serial correlation test, BDS test, RIS analysis andhurst index test.

 
  • 其中,弱式有效性的實(shí)證分析包括:?jiǎn)挝桓鶛z驗、序列一階相關(guān)性檢驗、序列二階相關(guān)性檢驗、BDS檢驗、R/S分析和hurst指數檢驗等內容;
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