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In the empirical analysis part, statistical descriptions on the sample funds are made firstly, which show that the actual distribution of each sample fund"s daily net value return possesses the characteristic of leptokurtosis. So it is necessary to add student T distribution and GED to capture such leptokurtosis characteristic other than normal distribution. Secondly, ARCH test shows that there exists volatility clustering in each sample fund"s daily net value return, so GARCH related models should be used to describe such volatility clustering characteristic.

实证分析部分首先对样本基金进行统计描述,得出其收益序列均存在尖峰厚尾特征,不服从正态分布,因此有必要在下面的VaR计算中加入T分布和GED分布来捕捉这种尖峰厚尾特征;并且经ARCH检验后得出收益序列存在明显的波动聚集性的特征,因此可以选择GARCH类模型来描述这种特性,经过模型筛选,得出最适合我国开放式股票型基金的收益波动性模型为GARCH(1,1)模型。

Om the subatom microcosmic particles to the integrated big universe, assimilating to the turbulence field sufficing Navier-Stoke Equations of hydrodynamics, this paper has put forward a series of fully different viewpoints with the modern physics, under the foundations, established the Astro-Unitive Field Equations.

对宇宙物质的认识,从微观亚原子粒子到整个宇宙,与流体力学的服从Navier-Stokes方程的湍流场比拟,本文提出了一系列与当今物理学绝然不同的观点,在此基础上,建立了宇宙统一场方程。

It is not easy for a new government to subdue the people who are still loyal to the former government.

想让这些顽民都服从于新政府的统治不是一件容易的事情。

All movement and behaviour are to be of a subdued nature within the tournament

所有在赛场的为和活动必须服从大会的管辖。

All movement and behavior is to be of a subdued nature within the tournament venue.

所有的行为活动必须服从赛场的管辖。

All movement and behaviour are to be of a subdued nature within the tournament venue.

所有的 为活动必须服从赛场的管辖。

And all of this is subject to change, you know.

你知道的,所有的这些都要服从于改编。

She inherits her mother's talents, and must have been under subjection to her.

由于她继承了母亲的天赋,也只能服从于它。

Hence it was laid down that women were to be held in strict subjection to the end of their lives.

因此,这是规定,妇女被关押在严格服从结束他们的生命。

"The most difficult thing is the subjection of man's will to the law of God," said the voice.

"战争,是人的自由最艰难地去服从上帝的条律,"有一个声音说道。

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It has been put forward that there exists single Ball point and double Ball points on the symmetrical connecting-rod curves of equilateral mechanisms.

从鲍尔点的形成原理出发,分析对称连杆曲线上鲍尔点的产生条件,提出等边机构的对称连杆曲线上有单鲍尔点和双鲍尔点。

The factory affiliated to the Group primarily manufactures multiple-purpose pincers, baking kits, knives, scissors, kitchenware, gardening tools and beauty care kits as well as other hardware tools, the annual production value of which reaches US$ 30 million dollars.

集团所属工厂主要生产多用钳、烤具、刀具、剪刀、厨具、花园工具、美容套等五金产品,年生产总值3000万美元,产品价廉物美、选料上乘、质量保证,深受国内外客户的青睐

The eˉtiology of hemospermia is complicate,but almost of hemospermia are benign.

血精的原因很,以良性病变为主。