查询词典 copula

Copula function is money market nonlinear the research of sex of depend on each other provided a kind of new method.

Copula函数为金融市场非线性相依性的研究提供了一种新方法。

However, how to select a proper copula with a parametric structure to fit the available data is still in its infancy.

然而， 怎样选择一个适当的 copula 函数用于拟合数据，并没有找到统一的方法。

This article's emphasis studies the random variable using the copula function to describe tail dependence.

本文的重点就是应用copula函数来研究随机变量的尾部相关性的问题。

In this paper, we use Copula function to modify the traditional Monte Carlo simulation.

本文引入Copula函数来改进传统的蒙特卡洛模拟法。

The upper and lower bounds are the fundamental theory of Copula.

CopulaC的上下界问题是Copula理论的基本问题之一，如果已知C在某个点处的函数值，它的界要变窄。

Using copula for measuring dependence takes more attentions in recent years.

近些年来利用copula刻画随机变量间相依性的理论越来越受到人们的关注。

In order to expose more exactly of the market risk faced by financing institutions, and manage risk more deeply and completely, This article expands research in the following aspects: multivariate abnormal distribution family, the measurement of correlation function in the portfolio selection and Copula function.

为了能更准确地反映金融机构面临的市场风险，进行深层次的、全面的管理金融风险，本文最后从以下几方面展开了风险价值度量方法的研究：多元非正态分布族，投资组合中相关性度量方法及Copula函数。

In order to expose more exactly of the market risk faced by financing institutions,and manage risk more deeply and completely,This article expands research in the following aspects:multivariate abnormal distribution family,the measurement of correlati on function in the portfolio selection and Copula function.

为了能更准确地反映金融机构面临的市场风险，入行深层次的、全面的管理金融风险，本文最后从以下几方面展开了风险价值度量方法的研究：多元非正态分布族，投资组合中相关性度量方法及Copula函数。

The former can be described completely by their marginal distribution, while the latter by copula function linking them.

其中单个金融资产的风险可以完全由它们各自的边缘分布来描述，而由投资组合产生的风险则完全由连接它们的Copula函数来描述。

In the paper,a probability distribution with t-EGARCH marginal distribution and the mnltivariate gaussian Copula is built.

建立边缘分布为t-EGARCH分布连接函数为多元正态Copula函数的概率分布模型。

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。