摘要
基于历史概念,提出一种新的市场有效性检验方法,并对上海期货交易所的铜期货市场进行了市场有效性检验,得出了该市场基本符合弱式有效的结论。
Based on the concept of history,we suggest a new method to use this method to do a test of market efficiency in copper futures market and find that the market is weak efficient. test market efficiency. in Shanghai Futures Then we Exchange
出处
《系统工程理论方法应用》
北大核心
2005年第4期353-355,共3页
Systems Engineering Theory·Methodology·Applications
关键词
期货市场
市场有效
似然比检验
futures market
market efficiency
likelihood ratio test
