查询词典 tailed

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 2004, a team of scientists lead by Kathrin Dausmann at Philipps Uniersity in Marburg, Germany, identified the fat-tailed dwarf lemur as the first hibernating primate.

2004年，德国马尔堡的Philipps大学，由Kathrin Dausmann领导的一个科学小组，确定了fat-tailed dwarf lemur为第一个冬眠的灵长类动物。

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

While most people realise it is hard to calculate VAR using internal data alone (because of the small sample size), many are unaware that because op risk is characterised by fat-tailed distributions, even the expected loss cannot be estimated using just internal loss data.

虽然大多数人认识到单单使用内部数据很算计算出风险值，可很多人没认识到这一点：因为操作风险的特征是厚尾分布，要是单单使用内部损失数据，连预期损失都无法估计出来。

Perennial and small fat-tailed sheep of Inner Mongolia, Inner Mongolia small·ò,èin Inner Mongolia, AnhuiRestaurant Group, a large pot nationwide chain cooperation.

常年和内蒙古小尾羊、内蒙古小肥羊、内蒙古草原牧歌、安徽蜀王餐饮集团、等全国大型火锅连锁企业合作。

By employing normal probability plot,R/S analysisand autocorrelation function analysis,we find,with the high frequency data,the return of domestic financial market described by Shanghai index andShenzhen composite index presents the stylized facts,such as fat-tailed distribution,clustering and dependence,which infer that our market can not be regarded as efficientmarket.

利用正态概率作图、R/S分析和自相关函数分析等方法，我们发现在高频数据下（时间长度为15分钟），以上证指数和深成指数为代表的我国金融市场呈现出收益率的&肥尾&、&集聚&和相关性等格式化特征，这说明我国金融市场不能被看成是有效市场。

In part two, the empirical results indicate that the predictive ability of SGT is much better than GT、ST、t and Normal distribution. SGT can correct not only fat-tailed property, but also defects the low kurtosis of GT and t distribution. For the volatility of asset return setting, the assumption of volatility of assets price is more appropriate than Normal and asymmetric distribution which was often used.

第二部分以实证结果显示偏态一般化t分配的配适能力较一般化t分配、偏态t分配、对称t分配和常态分配为佳，亦即当金融资产报酬率存在高峰态与厚尾现象时，偏态一般化t分配不仅可以解决常态分配所无法捕捉到的厚尾现象，亦可修正一般化t分配与对称t分配无偏态的缺点，对於资产报酬率波动性之设定，比过去常使用的常态分配与对称的分配更为适当。

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。

Pradeep Indulkar, a senior official at the Maharashtra state Home Ministry say 101 human were killed and 287 injured.

马哈拉施特拉邦内政部高级官员Pradeep Indulkar称，有101人在冲突中丧生，287人受伤。

Mark Frei, a senior vice president of West, says 80% of West's homeagents have some college education, compared with 30% of those whowork in office-based call centers.

Frei说，该公司80%在家办公的人员都拥有本科学位，而在公司电话中心工作的人中只有30%拥有本科学位。