查询词典 leptokurtic

The overall average cost efficiency of the Taiwanese optoelectronic industry is 0.2421 and shows positive skewness and leptokurtic distribution.

台湾光电产业整体平均成本效率值为0.2421，呈现右偏高狭峰分配。

In 2002, Kou proposed double exponential jump diffusion model, the most important is that double exponential jump diffusion model can generates a highly skewed and leptokurtic distribution, in addition, DEJD leads to tractable analysis pricing formulas for European and path-dependent options.

在2002年，Kou提出了双指数跳扩散模型，该模型最主要的特点就是能产生一个尖峰厚尾分布，更重要的是在双指数跳扩散模型下能给出易处理的欧式期权和奇异期权的解析定价公式。

The children's mean score in rhythm test is 62.73; the standard deviation is 7.68; the frequency distribution showed the right skewness and the leptokurtic distribution, indicated that the number of children who scored higher than mean score were more than that who scored lower.

一、全体儿童在节奏测验的平均分数为62.73，标准差为7.68，分数呈现负偏态及高狭峰的分配，即分数以高於平均数的人较多。

Using a variety of statistical methods tested what rate of assets return are not subject to the normal distribution assumption, but leptokurtic distribution, and week data is closer to the normal distribution than daily data.

采用多种统计方法检验了资产收益率并不服从正态分布假设，而是尖峰厚尾分布，且周收益率要比日收益率更接近正态分布。

And SV models can profoundly descript the leptokurtic effect in our country Stock market better.

而且随机波动模型能够更好的描述收益率数据自身存在的尖峰厚尾性。

Chinese stock market presents leptokurtic and fat tails, it does not follow normal distribution but fractal distribution.

中国股市呈现尖峰胖尾特性，不服从正态分布，而服从更一般。。。

We used the ARJI model and SGED distribution which can be used to catch the skew, leptokurtic and tail.

研究标的选取开发中国家之台湾、香港、新加坡和马西亚，已开发国家为美国、日本、澳洲和加拿大。

For many instruments, the distributions of their real market returns are leptokurtic and fat tails, thus a correction factor was introduced to improve the precision of VaR.

考虑到实际的资产价格分布的尖峰厚尾性，引入了正态修正因子θ，以改进VaR的风险评估效果。

To improve the empirical performance of the Black-Scholes model, many alternative models have been proposed to address the leptokurtic feature of the asset return distribution, and the effects of volatility clustering phenomenon.

为了改进Black-Scholes模式的实证现象，许多其他的模型被建议有leptokurtic特性以及波动度聚集的现象。

In this dissertation, we propose a Markov jump diffusion model, that can not only incorporate both the leptokurtic feature and volatility smile, but also present the economic features of volatility clustering and long memory.

在本论文中，我们建议使用马可夫跳跃扩散过程，不仅能整合leptokurtic与波动度微笑特性，而且能产生波动度聚集的与长记忆的现象。

With Death guitarist Schuldiner adopting vocal duties, the band made a major impact on the scene.

随着死亡的吉他手Schuldiner接受主唱的职务，乐队在现实中树立了重要的影响。

But he could still end up breakfasting on Swiss-government issue muesli because all six are accused of nicking around 45 million pounds they should have paid to FIFA.

不过他最后仍有可能沦为瑞士政府&议事餐桌&上的一道早餐，因为这所有六个人都被指控把本应支付给国际足联的大约4500万英镑骗了个精光。