基于“随机游走”的集装箱衍生品市场有效性检验

摘要

It has always been an argument since the container derivatives were brought up. First,this article introduced the validity and analytical methods of market;then,I choose ARW to check if the container derivatives is effective.After been tested,I find that is weak effcient.%集装箱衍生品从开发到现在一直饱受争议，本文先介绍了市场有效性及其检验方法，然后选用随机游走的方法对集装箱衍生品市场的有效性进行了定量的检验，在此方法及目前的市场环境下，该市场是若是弱势有效的。