weekly data meaning in Chinese
周资料
Examples
- The results show that , on one hand , tm - ff3 dose not fit with chinese situation . on the other hand , there is no overwhelming evidence that chinese mutual funds have the significant market timing ability when the weekly data are used in empirical investigation . but there is different result when the monthly data are used . we found that open - funds have show market timing ability , though most of the results are not significant in statistical examination
实证结果表明,一方面,传统的tm - ff3模型并不适用于我国基金市场,而使用以tm - ff3模型为基础改进而来的二因素模型时能得到很好的拟合度;另一方面,在使用周数据检验时,我国封闭式基金和开放式基金整体上没有表现出择时能力,而只有少数基金表现出显著的择时能力,但是在使用月数据检验时,我国开放式基金整体上表现出了择时能力,即使结果在统计上并不显著。 - The outcome of the test indicates that the distributions of the returns do not follow normal distribution , and that the distribution of the daily data , weekly data , and monthly data are similar . so this thesis figures that rescaled range analysis ( r / s analysis ) is superior to other methods with regard to testing china ' s stock markets
在此基础上，从股市波动与宏观经济运行的相关性，股票价格与内在价值的关系，股市受重大政策、消息的影响程度三个方面，将中国股票市场与国际上成熟的股票市场进行比较，定性的推断出中国股票市场尚未达到弱市有效的结论。