2刷年'自 11 期 统计研究 No. 11 剑)o(i Sta伽deal 隙翩翩rçh 73 费国证养市场奇效性的 Wild Bootstrap 方差比检验 刘维奇 史金凤 ABSTRACT 节lÍS paper introduces the theory of market efficíency sÍmply and surveys various methods and results of week form market efficíency test of China. Then we test 白e sample and propose to test the week form market efficiency test of China using the wild b∞Itstrap variance ratio test which hωbeen found to exhibit better small sample properties. The results are conduct时 with moving suh-sample windows and found th创
