By the GARCH (1, l) model, we verify that the three stages of the Chinese futures market don't reach the stage of weak market efficiency until now, which proves to be of high risk.
通过GARCH(1,1)的市场有效性检验,论证了中国期货市场三个阶段均尚未达到弱式有效,市场风险较大。
By the GARCH (1, l) model, we verify that the three stages of the Chinese futures market don't reach the stage of weak market efficiency until now, which proves to be of high risk.
通过GARCH(1,1)的市场有效性检验,论证了中国期货市场三个阶段均尚未达到弱式有效,市场风险较大。
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