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In order to capture the volatility-clustering phenomenon of financial asset return, we use AR(1)-GARCH(1,1) model to describe the volatility of financial asset return. Then assume different residual distribution and use the GPD method of extreme value theory to residual term to estimate one-day VaR of financial asset loss.

而为了捕捉金融资产报酬所呈现出的波动丛聚现象,因此我们以AR(1)-GARCH(1,1)模型捕捉波动起伏,并考虑不同之标准化残差项分配和对标准化残差项利用极值理论GPD法去估算金融资产损失率之一日风险值。

Plus, like the poor "eyeballing" of food, most of us aren't skilled at estimating how many calories are used for activity.

但就如同人们不善于目测食物的实际卡路里值一样,人们也不擅长估算运动到底能消耗掉多少卡路里。

A recent Treasury research paper admitted that there was no fail-safe method to estimate the correct value of a currency.

美国财政部最近发布的一份研究报告也承认,货币正确价值的估算方法都存在缺陷。

Then this method was applied to detect the methanol concentration change in the fuel container during the cell's long term discharge. Rough calculation shows that Faradic efficiency of our passive cell system is about 44%.

采用该方法对被动式单电池在长时间放电过程中燃料腔内的甲醇浓度的变化进行了检测,通过实验对此系统的法拉第效率进行了估算,结果表明该被动式直接甲醇燃料电池的法拉第效率可以达到44%。

The number of Hans population was about three million. They were consisted of three parts of the populations, army migration population, Hans population governed by the local administration and Hans population of Mu's fazenda.

笔者注意到以往研究中忽略了沐庄隐含的汉族人口数,故文中首次通过人地比的换算,考察了沐庄隐含汉族人口的情况,使明代后期云南汉族人口的估算数更加接近客观实际。

And I was just figuring on letting him know...

我正估算着让他们知道。。。

The service life of the firing pin is also predicted.

采用局部应变法估算了击针的寿命。

Two kinds of methods to estimate the first derivative of rotating angle in the cracked section are presented.

针对J〓积分中的裂纹韧带曲率的计算问题,给出了两种简单的计算方法,即等截面梁估算法和椭圆边界变截面梁估算法。

The customer increased your project scope by 65% This increased your cost estimate fivefold.

顾客把原定的项目范围扩大了65%,这也使成本估算上升了5倍。

The flexure hinge flapper was designed and dynamic analysis was performed, and the maximum flux was evaluated. the natural frequency of the flexure hinge flapper is studied by finite element.

并对这种压电阀所涉及的动力学、流量估算等问题进行了理论上的探讨,并用有限元法的方法分析了压电阀的柔性铰链挡板的固有频率。

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推荐网络例句

The X-ray diffract was used to analyze the crystal structure of the composite. Results show that after the talc was treated with blend coupling agent, the crystal structure of talc changed, and effect Intercalation phenomenon.

通过X射线衍射分析可知,用混合偶联剂对滑石粉进行预处理后,滑石粉晶体结构发生改变,产生了插层现象,使PP/滑石粉复合材料为纳米复合材料。

An authentic Maui wedding might require the services of a 'kahu', which is a Hawaiian minister.

毛伊可能需要一个真实婚礼服务'kahu',这是夏威夷部长。

Funds involving such cases are limited and there is no huge capital flight.

与此有关的资金数额是相对少数的,并没有引发资本外逃现象。