... 随机指数 Stochastic 随机走势假设 Random Walk Hypothesis 随机走势理论 Random Walk Theory ...
2
?随机漫步假说
金融学里,有一个假说,叫“随机漫步假说”(Random walk hypothesis): 这个假说认为,股票市场的价格,是随机漫步模式,因此它是无法被预测的。
3
?理论
随机游走消费理论(Random Walk Hypothesis) Hall在卢卡斯批判的基础上 ,把理性预期方法应用于消费行为理论 , 将弗里德曼的永久收入假说、莫迪利安尼的生命周期假说和理性...
4
?可以用随机游走
对于金融和经济时间序列的动态特征,可以用随机游走 (Random walk hypothesis)或均值回复假 说(Mean reversion hypothesis)来描述。
双语例句
1
This paper makes a preliminary research on the efficient market hypothesis and the randomwalkhypothesis related as well as its implications for corporate finance.
We use variance-ratio methodology to test the hypothesis that stock return follows a randomwalk. But the results of variance-ratio tests reject the randomwalkhypothesis in China.
使用方差比方法检验中国股票市场上股票收益服从随机游走的假设,检验结果拒绝了该假设。
3
For a long period, the modern financial theory based on efficient market hypothesis and randomwalk has been the mainstream of financial fields.