volatility test

Also, domestic scholars establish ARCH model in analysis of the volatility of Shanghai composite index and Shenzhen component index to test the efficiency of Chinese stock market and the volatility's character.

国内学者也运用ARCH类模型对上证综合指数和深圳成分指数进行相关研究，目的是为了检验市场有效性和整个股市的波动特征。

We also utilize the test statistic to construct the estimators for the number, locations, and jump sizes of the change points in volatility. The asymptotic properties of these estimators are derived.

我们构造了变点的个数、位置以及跳跃幅度的估计量，并且给出了这些估计量的渐近性质。

For testing the volatility spillover effect, Granger causality relation test and VAR are used.

接着使用了格兰杰因果关系检验和向量自回归模型,对股市的波动溢出效应进行了检验.

An Empirical Study of the Relationship between the Idiosyncratic Volatility and Cross-sectional Return usable cross-section of the test channel

中国股票市场特质波动率与横截面收益研究试验流道的可用横截面

Through relation among the index of manipulating behavior of information disclosure and enterprise value volatility, to test effectiveness and scientificalness of constructing system.

通过操纵信息披露行为指数与公司价值波动率之间的关系来检验所构建的体系有效性和科学性，在检验过程中对评价体指标进行不断的调整。