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chyje2007 · 2018年07月03日

问一道题:NO.PZ2017092702000132 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

statiscally significant什么意思呀?

1 个答案

源_品职助教 · 2018年07月04日

STATISTICALLY是指统计方面的, statiscally significant 是指统计方面的显著。

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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