虚拟变量模型 meaning in English
dummy variable model
Examples
- Based on funds holding stocks sample and whole stocks sample , it uses cck adjusted model to test the existence of herd behavior of funds and that of the whole stock market . then , it inserts dummy variable dt in cck adjusted model to testify whether herd behavior of funds and that of the whole stock market are the same in scale to prove whether herd behavior of funds makes stock prices fluctuate in the whole stock market
本文主要采用实证研究的方法，首先运用cck校正模型，按基金持股样本和股市整体样本，分别检验基金羊群行为及股市整体羊群行为是否存在；其次，在cck校正模型的基础上引入虚拟变量d _ t ，建立虚拟变量模型，以检验基金与股市整体羊群行为的显著程度是否相同，从而证明基金羊群行为能否引起股市整体价格的波动。