1)fat tail厚尾
1.The results show that the stable distribution is much better than the normal distribution in dealing with stock returns distribution with fat tail.对上海股票市场及深圳股票市场做了实证研究 ,对股票收益率进行了稳定分布的拟合 ,并与正态分布的拟合加以比较 ,并做了非参数的χ2和 Dn 检验 ,结果表明稳定分布能更好的处理股票收益具有厚尾特征的分
2.And we make the function have fat tail by truncating,so that,the result will tally the real data better.本文旨在讨论上证指数收益率序列的分布特征 ,通过对上证指数 1 997年 5月 2 3日至 2 0 0 1年 7月1 3日 ,总计 1 0 0 0多个交易日的统计分析 ,发现上证指数收益率的分布具有“尖峰、厚尾”的特性 。
3.This paper studies the correlation of fat tail distribution and its application in the statistic analysis of the stock market.本文研究了厚尾分布的统计相关性在股市数据分析中的作用。
英文短句/例句
1.High Volatility Thick Tails and Using Extreme Value Theory to Measure VaR;波动性厚尾和极值理论在VaR中的应用
2.An Empirical Detection to the Fat-Tail Distribution of the Returns in Shanghai Securities Exchange;关于上海股市收益厚尾性的实证研究
3.A Study on Financial Market Risk Measurement on Condition of Heavy-tailed Distributions;厚尾分布条件下的金融市场风险度量研究
4.The Empirical Research of Financial Volatility Models Based on Fat-Tailed Distribution;基于厚尾分布的金融波动模型实证研究
5.Bayesian Heavy-tailed Stochastic Volatility Model in Finance Analysis Based on MCMC Simulation;基于Gibbs抽样的厚尾SV模型贝叶斯分析及其应用
6.Foreign Currency Options Pricing Model with Heavy-tailed Exchange Rate Return;基于汇率回报厚尾性的外汇期权定价模型
7.Research on Bayesian Analysis of Heavy-tailed Stochastic Volatility Model and Its Application;厚尾SV模型的贝叶斯分析及其应用研究
8.A Study on Financial Risk Measurement Based on Heavy Tail Distribution and GARCH Model基于厚尾分布和GARCH类模型的金融风险度量研究
9.Bayesian Auxiliary Particle Filtering for Markov Switching Stochastic Volatility Models with Heavy-tails基于APF算法的贝叶斯金融厚尾MSSV模型研究
10.Feedback Trading and Fat-tail Distribution of Stock Market Returns反馈交易与证券市场收益的尖峰厚尾特征
11.Extreme Quantile Estimation for Heavy-tailed Distribution and A Study of Extremal Risk Measurement;厚尾分布的极值分位数估计与极值风险测度研究
12.Bayesian Modeling of Heavy-tailed Stochastic Volatility Financial Model;基于MCMC模拟的贝叶斯厚尾金融随机波动模型分析
13.Value-at-Risk Measures with Fat Tails and Relative Performance Evaluation;股市回报率分布的厚尾性与风险估测模型的绩效探讨
14.He put a query against [by, next to] the word "mild.".他在【温厚 】这个字尾加上问号。
15.Research and practice of plate sintering machine sealing technology中厚板烧结机首尾密封技术研究与实践
16.Annie: First of all, they choose a stout pig and then apply a thick layer of oil on its tail and throw the pig into the water.安妮：首先要挑选一头体力健壮的猪，然后在它的尾巴上抹上一层厚厚的油脂，投进河里。
17.Meningeal thicking or just like “target sign” or “tail of mouse sign” were found after cerebral metastasis invaded neighbour meninges.脑转移侵及脑膜可见脑膜增厚或类似“靶征”或“鼠尾征”。
18.large short-tailed lemur of Madagascar having thick silky fur in black and white and fawn.产于马达加斯加的短尾大狐猴，毛厚而如丝，有黑色、白色和浅黄色。
相关短句/例句
fat tails厚尾
1.At the same time,it transfers return series into standard residuals and uses EVT-BM method to capture the fat tails of standard residuals.对金融资产回报,用FIGARCH模型捕捉波动的异方差性和长期记忆性的同时,将回报序列转化为标准残差序列、通过用EVT-BM方法拟合标准残差的尾部分布来处理回报序列的厚尾性,建立了金融风险度量模型——基于EVT-BM-FIGARCH的动态VaR模型。
2.Statistical methods used here indicate that three-month period Shibor series has the characteristics of mean reversion and fat tails.多种统计检验表明:3月期限Shibor收益序列具有均值回复和厚尾特征;故初次选用带跳的Vasicek模型或带跳的指数Vasicek模型描述Shibor收益序列的变化过程;进一步应用粒子滤波方法对两模型的参数进行估计,并通过对两模型的拟合优度和预测精度的比较。
3)heavy tail厚尾
1.The stable distribution can not only describe the heavy tail, but also the skewness.金融市场中的数据一般具有高峰厚尾的特征，然而传统的分布对这种厚尾特性描述不足，稳定分布不仅能够捕获这种特性，还能刻画数据的偏性，它具有一系列良好的性质，可是由于没有显示的密度函数，其参数估计具有一定的困难，本文着重从贝叶斯的观点运用MCMC方法对其进行参数估计，并推广到金融中常用的计量模型GARCH模型。
4)fat-tail厚尾
5)heavy tails厚尾
1.The empirical results u- sing returns of Shanghai Stock Exchange,indicate that there exist obvious differences between return series and nor- mal distribution,and the empirical distribution is characterized by asymmetry,leptokurtosis and heavy tails.本文旨在讨论上证指数收益率序列的分布特征,通过对上证指数1997年1月2日至2008年4月30日总计2700多个交易日的实证研究,发现上证指数收益率不服从正态分布,具有"有偏、尖峰、厚尾"的特性。
6)thickness difference from the front to the end头尾厚差
1.Prediction of the roll slot and thickness difference from the front to the end of narrow strip in hot rolling;热轧窄带钢辊缝预设及头尾厚差预报
延伸阅读
尾尾1.形容一个接着一个的样子。 2.娓娓。形容说话言词动听。
