英语人>网络例句>var. 相关的网络例句
var.相关的网络例句
与 var. 相关的网络例句 [注:此内容来源于网络,仅供参考]

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

This study investigates the influence of fat-tailed innovation process on the performance of VaR (Value-at-Risk, VaR) estimates by three GARCH models (GARCH-N, GARCH-t and GARCH-HT). Daily spot prices of two Asian emerging stock indices (Hangseng Index-Hongkong and South Korea-KOSPI Index) are used as the empirical sample to discuss and compare the accuracy and efficiency of these VaR models.

本文以香港恒生股价指、南韩综合股价指之日资为对象,对GARCH-N、GARCH-t及GARCH-HT三种风险值模型,进实证,探讨何种资产报酬的分配,对风险值估计具有较佳的表现。

Of 12 tomato lines, the analysis on the 4 fruit nourishment quality traits (the contents of vitamin C, total soluble solids and dry matter and ratio of sugar-acid ) was carried out to study the four kinds of disparities, which included the interspecific one, the one between two varieties in the same species , the one between the lines bred by different means in the same variety ,and the one between the different fruit-shaped lines in the same variety .The analytic method of orthogonal comparison of single degree of freedom was applied. The results showed that the line of Lycopersicum pimpinellifolium was better than the average of the lines of L.esculentum in the 4 traits at significant level of 1%, the average of the lines of var.cerasiforme was better than the average of the lines of var.vulgare in the 4 traits at significant level of 5% or 1%,and the two space mutation line(YH02-2 or YH02-6) was better than the average of the other lines of the same variation in the 4 trait, respectively, at significant level of 1%. Of the lines of var.cerasiforme , the lines with pear fruit were lower than the average of the lines with round-shaped or plum-shaped fruits in the 2traits(the contents of vitamin C and total soluble solids), at significant level of 1%,the lines with plum-shaped fruits were higher than the average of the lines with round-shaped fruits, at significant level of 1%,and the lines with yellow-colored fruits(YH02-11) was lower than the average of the lines with red-colored fruits(YH02-1and YH02-7) in the trait of the contents of vitamin C.

对12个品系进行种间、种内变种间、变种内不同选育方式间、变种内不同果实形状间在果实营养品质(果实维生素C含量、可溶性固形物含量、干物质含量和糖酸比)上的差异进行分析,采用统计学上单一自由度正交比较分析法与植物学分类相结合的方法进行分析,结果表明:醋栗番茄种品系YH02-12在4个营养品质性状上,极显著高于普通番茄种品系;樱桃番茄变种品系在4个营养品质性状上的平均水平极显著或显著高于普通番茄变种品系的平均水平;2个空间诱变品系YH02-2、YH02-6在4个营养品质性状上均极显著高于同变种的其他品系的平均水平;樱桃番茄变种品系中,梨形果品系YH02-5、YH02-8的果实维生素C、可溶性固形物含量均极显著地低于樱桃番茄变种中圆形或李形品系的平均水平,李形果品系YH02-9在4个营养品质性状上均极显著地高于圆形果品系的平均水平,黄色圆形果品系YH02-11的果实维生素C偏低于红色圆形果品系YH02-1和YH02-7。

Acariasis of rabbits is one of the chronic contagious parasitic disease and often results from Sarcoptes scabiei var.cuniculi and Psoroptes communis var.cuniculi parasitizing in the skin,which cause itching,weight loss,otitis media,lime foot mainly.

兔螨病通常是由兔疥螨和兔痒螨寄生于兔的表皮内或体表所引起以皮肤损伤、搔痒、消瘦、中耳炎、石灰脚为主的一种慢性接触性寄生虫病。

Based on the relationship between the risk-aversion coefficient and the confidence level in VaR, liquidity-adjusted VaR at any confidence level was obtained.

由于投资者风险偏好系数和VaR下的置信概率水平具有一一对应关系,可以通过最优路径集下执行成本的期望和标准差组合曲线来获得不同置信概率下,经过流动性调整后的VaR。

The article analysed the foreign trade effect to macroscopical economy through metric analysis method, the VAR model that uses vector to be returned to oneself will be opposite income of foreign trade amount, import total, export total, finance and foreign currency exchange rate undertake VAR is returned to, reach the; of cross correlation relation of many variable answered function to analyse the long-term and harmonious relationship between foreign trade and reform economic norms through concussion.

本文通过计量分析方法分析了进出口贸易对宏观经济的影响,运用向量自回归的VAR模型来对进出口贸易总额、进口总额、出口总额、财政收入和外汇汇率进行VAR回归,得出多个变量的互相关联关系;通过冲击响应函数分析了进出口贸易和改革经济指标间的长期均衡关系。

Through compare theory and empirical analysis to China's securities market, the feasibility of VaR and CVaR application is demonstrated, the necessary of VaR and CVaR double limit risk management is born out, and the point of parameters chosen and other advices are given.

通过实证分析论证了将VaR和CVaR应用于我国证券市场风险管理实践的可行性,实行VaR和CVaR双限风险管理的必要性,并给出实际运用VaR和CVaR时计算参数选择的要点和其它建议。

This study tried to select potentially the most aggressive species in hope of facilitating the making and the assessment of future conservation strategies. They include terrestrial species of Bidens pilosa var. radiata, Imperata cylindrical var. major, Brachiaria mutica, Paspalum distichum, Leucaena leucocephala and aquatic species of Egeria densa, Myriophyllum aqualicum, Eichhornia crassipes, Pistia stratiotes, Alternanthera philoxeroides.

本研究提出最具入侵潜力的外来植物,以作为未来保育策略之评估指标,主要有大花咸丰草、白茅、巴拉草、双穗雀稗、银合欢、水蕴草、粉绿狐尾藻、布袋莲、大萍、空心莲子草等。

The genetic distance a mong different splash types of H.axyridis was 0.0021 to 0.0328 The aver age gene tic distance was 0.0193 The molecular phylogenetic tree suggested that the me mb ers with the same elytron color were grouped together with high bootstrap confid ence values, showing low diversity among the populations. H. axyridis ab. luna t a Hem and H.axyridis var. spectabilis Fald were most closely related. H.ax yridis var. axyridis Pallas was a primordial population of coccinellidae, which wa s differentiated earlier than the other populations.

分子系统树显示:各类群间遗传分化很小,鞘翅颜色相同的瓢虫均已较高的置信值聚在一起;双月斑变型和显明变种亲缘关系最近,重名变种为原始类群,分化较早,与其它12种不同色斑异色瓢虫亲缘关系较远。

The sixth, this thesis synthetically utilizes many kinds of modern statistical method and the econometrics model to research how policy event affect stock market influence, especially it has successfully applied the condition VaR model, Hesin test, BDS test, recursion BDS test, VAR model and pulse response analysis, EGARCH model and news response curve in the empirical analysis, and obtains some regular conclusion.

六、将多种现代统计方法和经济计量方法综合运用于政策事件影响中国证券市场波动问题的研究中,特别是成功地应用了条件VaR模型、Hsieh检验、BDS检验、递归BDS检验、经济计量模型、VAR模型及脉冲响应分析、EGARCH模型及其消息反应曲线等方法,得出了若干有意义的结论。

第2/54页 首页 < 1 2 3 4 5 6 7 8 9 ... > 尾页
相关中文对照歌词
Teddybjörnen Fredriksson
Jaget
On Tha Ground
Hold Min Hånd
Vi Flyr
ÞAð Sést Ekki Sætari Mey
Flus
Din Första Kyss
Nordlyset
Vålenga
推荐网络例句

Liapunov—Schmidt method is one of the most important method in the bifurcation theory.

Liapunov—Schmidt方法是分叉理论的最重要方法之一。

Be courteous -- even when people are most discourteous to you .

要有礼貌──即使当別人对你最不礼貌的时候。

I think we have to be very careful in answering these questions, because nothing is really so simple.

我认为,我们在回答这些问题的时候应该非常谨慎,因为事情远没有那么简单。