曲率序列 sequence of curvature
收益率序列 returns series
序列概率比 [数] sequential probability ratio
序列概率比试验 sequential probability-ratio test
间序列变率 intersequential variability
率脉冲序列调制 bi-frequency pulse train modulation
序列变率 intersequential variability
双频率脉冲序列调制 bi-frequency pulse train modulation ; BF-PTM
点分辨率空间选择序列 point-resolved spatial selection
汇率波动序列 Exchange Rate Volatility Series
提出采用广义双曲线分布来拟合收益率序列。
This paper USES the generalized hyperbolic distribution to model returns.
汇率收益率序列不符合随机游走,具有反持续的分形结构。
The exchange rate series after the reform manifests the fractal distribution of anti-continuity instead of random walk.
同时检验了收益率序列的随机性,检验结果说明沪深股票市场基本达到弱式有效。
We also verified stochastic feature of return time series, from results we see that Chinese stock market is weak form efficient.
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