期刊文献+

市场压力与羊群行为——基于中国证券市场实证分析的一个改进 被引量:5

Market Pressure and Herd Behavior--An Improvements Based on Empirical Analysis of China Security Market
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摘要 本文考虑到条件异方差对分散度检验的影响,对传统分散度检验统计量做出了改进,并在全市场范围内进行了羊群效应检验。实证结果证明这种改进对于提高分散度检验的有效性起到了非常明显的效果。
出处 《财经问题研究》 CSSCI 北大核心 2005年第11期64-67,共4页 Research On Financial and Economic Issues
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