统计研究 ›› 2006, Vol. 23 ›› Issue (11): 73-77.
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刘雏奇 史金凤
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Abstract: Abstract:This paper introduces the theory of market efficiency simply and surveys various methods and results of week form market efficiency test of China. Then we test the sample and propose to test the week form market efficiency test of China using the wild bootstrap variance ratio test which has been found to exhibit better small sample properties. The results are conducted with moving sub-sample windows and found that Shanghai market has been efficient of week form but Shenzhen market hasn't been efficiency of week form
刘雏奇 史金凤. 我国证券市场有效性的Wild Bootstrap方差比检验[J]. 统计研究, 2006, 23(11): 73-77.
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https://tjyj.stats.gov.cn/CN/Y2006/V23/I11/73
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