尖峰

Thirdly the traditional Monte Carlo simulation method assumes that the price change follows the Geometric Brownian Motion, so it also cannot deal with data which has fat-tailed character.

三、传统的蒙特卡洛模型假设价格变化服从几何布朗运动，同样不能有效地刻画收益率序列的尖峰厚尾特征。

Preliminary data analysis shows that the return rates distribution of SSE is fat-tailed and doesn't obey normal distribution and there is"leverage effect"in Shanghai Stock market.

基本统计分析发现，上证综合指数回报率分布存在尖峰肥尾性，不服从正态分布，并且还具有杠杆效应。

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

Results revealed a significant difference of peak torque of elbow flexors between left turn and right turn positions, with no position by velocity interaction.

结果显示右手肘屈肌的尖峰力矩值在头颈左转的位置大於右转。

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。

At the peak of his form, the 50-year-old Russell has become one of today's most significant classical guitarists.

在他生命的尖峰时刻，50岁的罗素已经成为当今最辉煌的古典吉他演奏家之一。

In this process the curve, it is clear there will not rush, nor the sudden drop.

在这个过程的曲线中，既不会出现明显的尖峰，也没有突然的下降。

Take a bowl; whisk the mascarpone cheese and a small portion of the whipping cream until they're well combined. Add the rest of cream and the sugar, beat the mixture until stiff peaks form.

取一个碗，加入马斯卡普尼奶酪和部分淡奶油，用搅拌器打匀；然后再加入全部淡奶油和糖，打发至形成比较牢固的泡沫尖峰。

In [26] it was shown those bases that consist of the spikes and the complex sinusoids yield a most mutually incoherent pair.

在[26]这表明这些基地组成的尖峰和复杂的血窦产生一个对大多数相互不一致。

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。