查询词典 leptokurtic
- 与 leptokurtic 相关的网络例句 [注:此内容来源于网络,仅供参考]
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After the comparative analysis between Shanghai and Shenzhen stock market, we discovery that Shanghai Stock market and Shenzhen Stock market all display the strong cluster effect, leverage effect and leptokurtic effect.
对深、沪股市进行的比较分析发现,上海股市和深圳股市都表现出明显波动聚集性、非对称性和尖峰厚尾性。
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Empirical results indicate that for asset returns that exhibit leptokurtic and fat-tailed, the VaR forecasts generated by the GARCH-N models deliver unsatisfactory accuracy even though it is more efficient than the others at lower confidence levels.
实证结果显示,GARCH-N模型即在较低的信心水准下,绝大多的情况下都是最有效的,但其在准确性的表现上人失望。
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However, recent empirical evidences show returns of most financial assets are characterized as being leptokurtic and fat-tailed. So the general Monte Carlo
全文共分5个部分,对各部分的内容安排如下:第一部分,绪论,主要讨论研究的背景及意义,并对VaR的发展进行文献
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There were two great fluctuations and the stock returns were fluctuated,non-asymmetric and leptokurtic,being stable under 10%,5% and 1%.
股价收益率具有显著的波动集聚性,且表现出&尖峰、厚尾、非正态&的特征,在10%、5%、1%临界值水平下均存在显著的平稳性。
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Firstly,Shanghai and Shenzhen stock return time series do not follow normal distribution,it presents leptokurtic and fat-tails;secondly,it is characteristic of long memory,non-linear,persistence and Non-periodic Cycle,which are obviously fractal market Features;finally,we discuss the chaotic dynamic characteristics of tow market,witch can prove the fact of fractal market from the side.
首先,沪深股市的收益率时间序列波动不服从正态分布,而是存在尖峰、胖尾和右偏的特征;其次,序列具有状态持续性,统计自相似性,非周期循环长度,等分形特征;最后,对两市的混沌动力学特征进行了初步探讨,从侧面印证两市为分形市场。
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The results show three outstanding characters: these two stock markets are closely correlated; the overall day return doesn\'t follow the normal distribution, but it is characterized with leptokurtic and fat tail; the security market return has stable characteristics and multi-fractal characteristics which shown as the long memory, fat tail, scale properties, and variability.
发现上海和深圳两个证券市场的关联程度非常大;中国证券市场中的总体日收益率分布不服从正态分布,而是呈&尖峰态&,并且具有&厚尾&的特征;证券市场收益序列呈现稳态特征与多标度分形特性,表现为长期记忆特性、厚尾特性、标度特性和易变性。
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The primary purpose in the article is to verify the dynamic hedging strategies in Taiwan stock index futures and MSCI futures by estimating the robust estimation of optimal hedge ratio when the data is leptokurtic and fat-tail.
本研究最主要目的在估计这些厚尾高峡峰型态资料之顽强最适避险比率,来验证台湾股价指数期货与摩根台湾股价指数期货并进行动态的避险策略。
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As compared with aberration-free super-Gaussian beams, the profile of spherically aberrated super-Gaussian beams can be leptokurtic, mesokurtic or platykurtic, depending on the aberration and propagation distance.
从能量集中度的角四川大学博士学位论文度来衡量,正球差使得光束质量降低,而合适参数的负球差透镜使得光束质量得到改善。
- 推荐网络例句
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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。
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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。
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Closes the eye, the deep breathing, all no longer are the dreams as if......
关闭眼睛,深呼吸,一切不再是梦想,犹如。。。。。。