In the third chapter, causality tests are used to examine the relationship between the return rate and trading volume.
第三章主要研究了交易量与价格变动之间的动态关系,主要研究方法是格兰杰因果性检验。
The results of Granger Causality Tests and Impulse Response Function in VAR model have proved that conclusion further.
格兰杰因果检验和VAR模型中的脉冲响应函数则进一步印证了上述结论。
They performed about the same as the apes on the tests that measured how well they understood the physical world of space, quantities and causality.
他们在空间能力,数量规律,因果分析等方面的得分同猩猩基本相同。
The paper makes use of Granger causality test and GARCH model to tests the return spillover and volatility spillover effect.
本文将利用两步法的GARCH模型对股票市场和权证市场的均值溢出和波动溢出进行检验。
The paper makes use of Granger causality test and GARCH model to tests the return spillover and volatility spillover effect.
本文将利用两步法的GARCH模型对股票市场和权证市场的均值溢出和波动溢出进行检验。
应用推荐