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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金治明.异常市场的判别[J].国防科技大学学报,2003,25(1):107-110. JIN Zhiming. The Testing for Singular Market[J]. Journal of National University of Defense Technology,2003,25(1):107-110.