GPH

Long-Term Memory in Stock Market Returns in Shanghai A and B Shares, and Shenzhen A and B Shares: Evidence from Modified R/ S Analysis and GPH test

沪深A、B股市场收益的长期记忆&基于修正RS和GPH的经验分析

This paper explores the grouped proportional hazards regression model ( GPH model) and its use in analysis of large data sets presented in life tables.

笔者对分组比例危险回归模型及其在大样本寿命表生存资料分析中的应用进行了讨论。

This paper performs a empirical test on ten stocks which are extracted random from the Shanghai-Security 180-Index through comprehensively using the GPH method, Granger causality test, and the extended GARCH model.

综合利用对数周期图方法、Granger因果检验、以及扩展广义自回归条件异方差模型，对随机抽取的10只上证180成份股进行了实证研究。