方差比 meaning in Chinese
f ratio
variance ration
varianceratio
Examples
- In the last part , simultaneously analyzed three types of weak - form market efficiency tests - auto regression , run tests and variance ratio test for various data frequencies , perform the tests on both the shanghai and shenzhen markets for a period of more than six years
第三章中，本文运用自回归、游程检验和方差比检验三种模型分别对我国上海股票市场和深圳股票市场的弱式有效性进行分析。 - The results show that the variances of four weekdays returns is 5 . 06 times weekday return variances in shanghai stock market and 4 . 97 in shenzhen stock market . however , table 2 shows that the variance for a three - day weekend returns is only 39 . 9 % higher than the variance for a normal one - day return in shanghai stock market and 52 . 6 % in shenzhen stock market
但是在相同的数据期内，中国沪市三天周末（从周五休市到周一休市）收益的方差只比一个交易日日收益的方差大39 . 9 % ，深市三天周末收益的方差比一个交易日日收益的方差高52 . 6 % 。 - We empirically test the return serial correlation of shanghai stock market under the vr ( variance ratio ) test framework . we suggest that the test results of index and individual stocks are consistent with the exist results . the index return is positive serial correlation and individual stocks returns are weakly negative serial correlation
2 .我们使用高频交易数据,在方差比检验的框架下检验了上海证券市场收益率的序列相关性,我们发现在市场指数和个股样本方面的检验结果与以往的研究结果存在一致性,即指数收益率存在正序列相关性,而个股收益率存在弱负序列相关性。 - Firstly , the complex characteristics of the seal images caused in the process of producing conditions are analyzed . to solve these problems respectively , the circularity clusters and the ostu method are firstly used to realize the shape classification and threshold processing of different seal images . then the image denoise is performed well by scanning beam seed filling and labeling algorithm
论文中首先分析了印鉴图像由于盖印条件造成的图像本身的一些复杂特点，提出了运用圆形度聚类和最大方差比算法对图像进行形状分类和阈值处理，随后利用扫描线种子填充算法和贴删标签算法进行噪声的去除等预处理。