The Testing for Singular Market
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    Abstract:

    The expected return rate μ and volatility σ2of stock are estimated.Some opimal properties of the estimaters are proved.The method for testing singular market is given.The first and second critical value are proposedsented.

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JIN Zhiming. The Testing for Singular Market[J]. Journal of National University of Defense Technology,2003,25(1):107-110.

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History
  • Received:July 10,2002
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  • Adopted:
  • Online: June 14,2013
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