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经济学 残差 We used residuum not returns to research herding behavior, which can avoid pseudo herding. By using multielement statistic method, we got necessary and sufficient condition of existence of herding behavior. 本文通过研究股票收益率的残差,而不是传统的股票收益率,避免了伪羊群行为的干扰,给出了市场存在羊群行为的充要条件,用多元统计方法寻找和划分羊群。
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