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Mathematical Problems in Engineering
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Mathematical Problems in Engineering
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2014
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Article
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Tab 2
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Research Article
Risk Measure and Early-Warning System of China's Stock Market Based on Price-Earnings Ratio and Price-to-Book Ratio
Table 2
Time series of Shanghai Composite Index return unit root test.
Series
ADF
1% criticality value
Prob.
Conclusion
Rszzs
ā30.84600
ā3.437508
0.0000
stationarity