Random Walk Test
英
美
- 随机游走
双语例句
- The analysis also proves that the run test and the random walk test only have the limited power against the EMH.
研究还证明了目前通行的游程检验与随机游走模型检验在检验市场弱式有效性方面存在一定缺陷。 - Duing to the root unit test's particularity, it can meet the hypothesis of martingale, so it may be more reasonable than the random walk test.
由于股价指数时间序列的单位根检验能够满足鞅假定的要求，故较之随机游走检验对股票市场弱式有效性的验证更具合理性。
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