copula函数 copula function(26) copula(53)   copula function      Conditional dependence of index returns series in Shanghai stock market is analyzed using the Copula-GARCH model combined the t-GARCH model with a Copula function.      结合t-GARCH模型和Copula函数,建立Copula-GARCH模型并对上海股市各板块指数收益率序列间的条件相关性进行分析。 短句来源      The Measurement of Test Default Correlation Based on Copula Function      基于Copula函数度量违约相关性 短句来源      The chapter five extend to multi-variable risk factors, adopting Monte Carlo simulation estimate the VaR of multi-variable risk factors based on Copula function and extreme value theory, and has a numerical simulation study.      在第五章扩展到多元极值的情况,以Copula函数和极值理论为基础,采用Monte Carlo模拟对多元风险因子的VaR进行了估算,并且进行了数值模拟研究。 短句来源      Using the copula function technology, may take the relativity and the correlation pattern organically into together.      应用copula函数技术,可以将相关程度和相关模式的研究有机地结合在一起。 短句来源      The Application of Copula Function in Portfolio Management      Copula函数在风险价值中的应用 短句来源 更多          copula      Monte Carlo Simulation by Copula to Measuring Market Risk      Copula函数度量风险价值的Monte Carlo模拟 短句来源      Studies of Chinese Capital Market Based on Fractal Market Theory and Copula Theory      基于分形市场理论和Copula函数理论的中国资本市场实证研究 短句来源      4. The bivariate extreme value theory is applied to research the heavy-tail characteristic of the joint distribution of the Shanghai and Shenzhen stock market by a new extreme Copula, t-EV-Copula.      4.把一种新的极值Copula函数—t-EV-Copula应用于二元极值理论对沪深股市联合分布的尾部特征进行研究。 短句来源      Conditional dependence of index returns series in Shanghai stock market is analyzed using the Copula-GARCH model combined the t-GARCH model with a Copula function.      结合t-GARCH模型和Copula函数,建立Copula-GARCH模型并对上海股市各板块指数收益率序列间的条件相关性进行分析。 短句来源      Characters of Copula functions used in the dependence analysis are studied in this paper.      分析了几种常用的Copula函数及它们在相关性分析上的应用特点,构建了M＿Copula GARCH模型. 短句来源 更多          “copula函数”译为未确定词的双语例句      Bivariate COPULAs with Polynomial Sections      具有多项式截面的二元COPULA函数 短句来源      The concept of tail dependence is introduced here to analyze the tail risk of random variable.      Copula函数包含了尾部相关的全部信息,因此它可以更全面、更深入地刻画随机变量之间的尾部相关关系。 短句来源      At last, the MLE algorithm of the skew t-Copula are obtained, then the correlate matrix between the Shenzhen and Shanghai stock market are computed.      最后,给出非中心t-Copula函数相关阵的极大似然估计算法,并利用此算法求得沪市和深市的相关系数矩阵。 短句来源      The aim of this paper is to present a Monte Carlo Simulation based procedure to estimate portfolio Value-at-Risk, assuming for the risk factors a multivariate log-return distribution different from the conditional normal one.      运用Copula函数代替相关系数表示风险因子之间的依存关系,从风险因子依存性角度探讨投资组合风险值(VaR)计算。 短句来源      RS-Copula function with structural change in tail is provided to describe non-linear dependence and tail dependence in financial markets.      针对金融市场间存在的非线性和非对称尾部相关特性,提出了一类具有尾部变结构特性的Copu la函数。 短句来源 更多        查询“copula函数”译词为用户自定义的双语例句     我想查看译文中含有：的双语例句 为了更好的帮助您理解掌握查询词或其译词在地道英语中的实际用法，我们为您准备了出自英文原文的大量英语例句，供您参考。   copula function Aggregation of Dependent Risks Using the Koehler-Symanowski Copula Function 例句来源       The copula function can be specified by adding interaction terms to the cumulative distribution function for the case of independence. 例句来源       In a copula model, the primary task is to choose an appropriate copula function and a corresponding estimation procedure. 例句来源       More details on the copula function can be found in Appendix A. 例句来源       Second, we describe how to account for the contemporaneous dependence between the marginal processes with the help of a copula function. 例句来源       更多             copula The globular part is covered with spines, which may help in retaining the male and female in copula. 例句来源       These alternate males are incapable of flight and lack the air-filled abdominal bladder used in long-range acoustic communication; but may be found in copula with mature females in the field. 例句来源       the argument for the existence of an 'atemporal copula', adequately performs this task; but is rejected by Albert. 例句来源       However, sterile males require at least a day longer to mature (day 4 instead of day 3) and remained in copula for longer period but they become aspermic at the same rate as fertile males. 例句来源       Sources of variability in copula duration of Mediterranean Fruit Flies 例句来源       更多           没有找到相关文摘     相关查询: 相关函数copula copula联结函数 混合copula函数 copula 函数 度量函数 压缩函数 ipt函数 支付函数 漂移函数 minimum函数 发展函数  对查询结果不满意

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