Standing on the new viewpoint of fractional integration, KPSS test and LW test can find long memory of return and its volatility in Chinese stock market.
从分整特性的新视角，利用KPSS检验和LW检验对我国股市收益及其波动的记忆性特征进行了深入研究。
Standing on the new viewpoint of fractional integration, KPSS test and LW test can find long memory of return and its volatility in Chinese stock market.
从分整特性的新视角，利用KPSS检验和LW检验对我国股市收益及其波动的记忆性特征进行了深入研究。
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