查询词典 copula

The reason of using Archimedean Copula is to solve the non-symmetric character of return and cluster character in tail ,but its disadvantage is hard to produce multivariate random numbers ,and ease to appear great change situation of simulated scenarios, and affect the optimal decisions.

采用Archimedean Copula虽然能够解决尾部聚集特征和收益的非对成性，但缺点是易产生出现多元随机数产生较困难，同时易出现模拟的情景出现巨大变化的情况，影响最优决策。

Finally this paper have given a method of finding g functions depends on one-dimensional distributions. And the relations between gfunctions and the generators of Archimedean copula were found on someconditions.

本文最后给出了一种基于一维分布函数来寻找g函数的方法，并且找到了在一定条件下，g函数与阿基米德copula之间生存元存在的一种联系。

Archimedean Copula ; portfolio theory ; value-at-risk; extreme value theory ; tail dependence

阿基米德Copula ；投资组合理论；风险价值；极值理论；尾部相关性

The Gumbel-Hougaard Copula was employed to construct a bivariate joint probability distribution for describing flood peak and flood volume, whose marginal distributions are both the Pearson type Ⅲ.

利用Cumbel-Hougaard Copula构造边缘分布为PⅢ型分布的两变量联合分布，用以描述洪峰和洪量。

In this dissertation, Copula theory and its applications in correlation analysis are studied intensively.

本文主要研究了Copula理论及其在相关性分析中的应用。

In this dissertation, copula theory and its applications in multivariate financial time series analysis are studied intensively.

本文主要研究Copula理论及其在多变量金融时间序列分析上的应用。

This paper mainlytalks about the theory of Copula and the applications of Statistics of Extremes.

本文主要研究Copula的理论与极值统计的应用。

This paper measures the risk of the portfolio which includes index futures by using the Copula method.

本文运用Copula方法研究了含股指期货的投资组合的风险度量问题。

This paper measures the risk of the portfolio which includes index futures by using the Copula methods.

本文主要运用Copula方法研究了含股指期货的投资组合的风险度量问题。

Chapter 2 is literature review, with a focus on the research results of Copula theory in the financial field.

第二部分为文献综述部分，侧重Copula理论在金融领域的研究成果(来源：ce6cAe6BC论文网www.abclunwen.com)综述。

But we don't care about Battlegrounds.

但我们并不在乎沙场中的显露。

Ah! don't mention it, the butcher's shop is a horror.

啊！不用提了。提到肉，真是糟透了。