查询词典 in return

In view of the peaked and fat-tailed characteristics of financial return data distribution and its effect of clustering fluctuation and especially the "leverage effect" of fluctuation on VaR estimates and some efficiencies when estimating VaR with various assumptions of return data distribution,a semi-parameter approach based on EGARCH-VaR model is developed.

在综合考虑了金融收益数据分布的尖峰厚尾特征及其波动集群性，尤其是其波动的&杠杆效应&对VaR估计的影响以及各种假定收益率分布在计算风险价值时存在不足的基础上，提出了基于EGARCH-VaR的半参数方法，并且与正态分布和t分布假设下的GARCH模型的VaR计量方法进行比较，通过实证分析，并利用后验测试，表明基于EGARCH-VaR的半参数方法对风险价值的测度优于正态分布和t分布假设下GARCH模型的VaR计量方法。

In view of the peaked and fat-tailed characteristics of financial return data distribution and its effect of clustering fluctuation and especially the "leverage effect" of fluctuation on VaR estimates and some efficiencies when estimating VaR with various assumptions of return data distribution,a semi-parameter approach based on EGARCH-VaR model is developed.

证券风险是指未来证券价格或收益的不确定性或波动性，证券风险管理的基础和核心是对风险的定量分析和评估·国内外研究表明，金融时间序列通常带有一些明显的特性：金融时间序列的收益率分布存在尖峰厚尾性[1]及其波动具有集群性[2]；股票的价格波动还有&杠杆效应&[3]·这些显著

In the article we at first discuss the kind of stock log-return distribution. We find that 7 kinds function can describe stock log-return form their works: Gausses of normal distribution, Levy distribution, t distribution, spike attitude distribution, random fluctuating model, ARCH-GARCH model, divide shape Brownian movement .

本文首先讨论了股票收益分布的种类，作者对前人的工作综合发现目前描述股票收益的函数大概有七种：高斯正态分布、利维稳定分布、t标度分布、尖峰态分布、随机波动率模型、ARCH—GARCH模型、分形布朗运动，我们分别对这七种函数进行了简要的介绍。

G On Wednesday, despite the possible return of Cudicini after injury - and with fingers crossed for a rapid return for John Terry - this will be an assignment as tough as the recent home win over the Geordies in the Premiership - and that was labored enough.

周三，虽然库迪奇尼可能伤愈归队——我们很期盼特队也能够回来——这场比赛将与最近主场胜了北英格兰人的那场英超比赛一样难——那场比赛，已经够难的了。

Let the tea character return nature: The tea character by the grass radical, the human and the wooden character three part constitution, the human character under the grass radical, above the wooden character, the Italian manner in the vegetation between, shu can not drink tea, also indicated guides the humanity to return the nature.

让&茶&字回归自然：&茶&字由草字头、&人&及&木&字三部份构成，&人&字在草字头之下，&木&字之上，意为人在草木间，孰能不喝茶，也表示引导人类回归大自然。

In fact, Jiangxi Province had also appeared on the market a similar package 36 yuan campus advertising, some places have adopted is to return Huafei or phone cards, shopping cards, forms, namely, the user selects a higher monthly return of a certain package-cost voice.

事实上，此前江西市场上也出现了类似的36元校园套餐广告，有些地方则采取的是返还话费或者是电话卡、购物卡的形式，即用户选择较高套餐每月可返还一定的话费。

This has raised the champagne houses' return on capital to well above the norm in the wine world: Laurent Perrier's return on capital was 13% last year, for example.

这使得香槟产业的收益远远高于其他酒业：去年，罗兰百悦香槟的资本收益高达13%。

This has raised the champagne houses' return on capital to well above the norm in the wine world: Laurent Perrier's return on capital was 13% last year, for example.

这使香槟在葡萄酒业界的资金回报率远高于其他酒类，去年法国罗兰百悦香槟集团的资金回报率同比增长13%。

This has raised the champagne houses' return on capital to well above the norm in the wine world: Laurent Perrier's return on capital was 13% last year, for example.

这使得香槟酒庄的资本收益率远远高于世界上其他酒：比如：罗兰-佩里耶酒庄的资本收益率去年高达13%。成功地限制香槟酒命名使用。

I recall one time, that innocent little girl, and now that they have not directly proportional to a little girl is now do not believe that I, want to return to the past, have been able to return to the past, things have been the wind drift away, in the left are also unable to retain, even until the impossible, why should I bother about it, so will only make themselves more grief Bale.

回想曾经，那个天真烂漫的小女孩，和现在的自己已不成正比，有点不相信那个女孩就是现在的我，想回到过去，已经回不去了，过去的事已随风飘走，在留也留不住，竟然一直到不可能，何必去理会呢，那样只会让自己更伤心罢了。

This one mode pays close attention to network credence foundation of the businessman very much.

这一模式非常关注商人的网络信用基础。

Cell morphology of bacterial ghost of Pasteurella multocida was observed by scanning electron microscopy and inactivation ratio was estimated by CFU analysi.

扫描电镜观察多杀性巴氏杆菌细菌幽灵和菌落形成单位评价遗传灭活率。