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reneehugh · 2017年12月15日

问一道题:NO.PZ2017092702000132 [ CFA I ]请问假设是什么意思?为什么是statisitically

问题如下图:

    

选项:

A.

B.

C.

解释:



1 个答案

源_品职助教 · 2017年12月15日


STATISTICALLY是指统计方面的,只要通过了统计性检验,那么它就是统计性显著的。

这题的原假设就是超额收益为0,检验结果表明其实超额收益显著性不等于0



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