As the entire test series are not subject to normal distribution and highly relevant, use two group of related non-parameters Wilcoxon symbols test, to test two kind of strategy.

 
  • 由于各組的檢驗期的收益率序列均不服從正態(tài)分布并且有很強的相關(guān)性,因此采用兩組相關(guān)樣本非參數Wilcoxon 符號秩檢驗法對執行慣性策略和反轉策略的兩組投資組合進(jìn)行了檢驗。
今日熱詞
目錄 附錄 查詞歷史
国内精品美女A∨在线播放xuan