ljung 中文意思是什麼
ljung
解釋
揚-
2. some phenomena of price complexity are discovered in csm, which are the complicated structure of returns frequency distribution and its evolution ; persistence and evolution of the market ; stable cycles in long - term, and persistence and reversion in short - term, using these methods, such as statistical test, rescaled range analysis, ljung - box test, bds test, v - statistic, spectral analysis, time - frequency analysis and so on
2 .利用統計檢驗、重標極差分析、 ljung - box檢驗、 bds檢驗、 v統計量、譜分析及時頻分析等方法發現了中國股票市場價格復雜性的三種現象，即收益率分佈的復雜結構及其演化現象、市場的持續性及其演化現象、市場長期穩定非周期循環和短期持續與反轉現象。
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