GED分布,GED英语短句,例句大全

GED分布,GED
1)GEDGED分布
1.The result suggested that the value of with GED distribution was much more accurate than the value of VaR with t and normal distributions.本文首先对附有赎回条款的可转换债券的风险因素进行分析,然后以桂冠转债的日收盘价格数据为样本,利用不同分布假设下的PARCH族模型进行实证研究,结果发现GED分布所测得的VaR要比t分布和正态分布所测得的VaR值更精确,更适合可转换债券风险测度要求。
2.In the paper, we consider parameters estimation in the situation thatε_t～GED(r) in AR(p)and MA(q) models.在自回归模型中ε_t～GED(r)，GED分布的参数r已知的情况下，基于似然函数的形式，当r＞1时，采用log-concave型密度函数的自适应拒绝抽样方法估计自回归系数；当r≤1时，用log-convex型密度函数的自适应拒绝抽样方法。
2)GED distributionGED分布
1.In this paper we use some GARCH models based on some different distributions assumption to calculate Value at Risk of Shanghai stock market and Shenzhen stock market The results are: (1) the Risk of Shenzhen stock market is larger than Shanghai stock market; (2) t distribution and GED distribution are better than Normal distribution in reflecting risk property of return rat分析的结果表明深圳股票市场比上海股票市场有更大的风险 ;用t分布和GED分布假定下的GARCH模型能够更好地反映出收益率的风险特
3)generalized error distribution (GED)广义误差分布(GED)
4)GARCH-GED ErrorGARCH-GED误差
1.Functional Central Limit Theorem Approximations and ADF Unit Root Test of Financial Time Series With GARCH-GED Error Term;本文基于分析泛函中心极限定理在高频金融数据单位根检验中的特征与性质,从随机模拟的角度,探讨了有限样本情况下具有GARCH-GED误差项金融时序的ADF单位根检验统计量Zt、Zρ的统计性质,着重研究了不同水平下的分位数、模型滞后阶的设定及GED分布参数的变动对其检验统计特性的影响。
5)GARCH-GED modelGARCH-GED模型

英文短句/例句

1.CVAR-EGARCH-GED Model and Its Application Base on Copula Theory基于Copula理论的CVaR-EGARCH-GED模型研究及应用
2.Study on Risk Measurement in Chinese Stock Market Based on EGARCH-GED Model基于EGARCH-GED模型下的股市风险测度研究
3.Volatility Analysis of Shenzheng Stock Market Based on VaR- EGARCH(1, 1)-GED Model;基于VaR-EGARCH-GED模型的深圳股票市场波动性分析
4.Application of EGARCH-GED Model for Calculating Value at Risk in Chinese Futures Market;EGARCH-GED模型在计量中国期货市场风险价值中的应用
5.Study on the Characteristics of Chinese Crude Oil Price Volatility Based on GED-GARCH Models;基于GED—GARCH模型的中国原油价格波动特征研究
6.Measuring VaR and ES of Stock Market Based on SV-GED Model;SV-GED模型在中国股市的VaR与ES度量及分析
7.Empirical Analysis on GARCH-type Models and VaR;GARCH模型与VaR的度量研究
8.VaR Model Based on Fattailed GARCH;基于fattailed-garch的VaR模型
9.Semiparametric GARCH Model Compared with GARCH, Nonparametric GARCH Model;参数、非参数GARCH模型与半参数GARCH模型的比较研究
10.Detection of Change-point in ARCH and GARCH Models;ARCH模型和GARCH模型的变点检测
11.Comparative research on the Shenzhen stock market by using the GARCH model and the SV model;GARCH模型和SV模型对深圳股市的比较
12.Comparison of VaR based on GARCH and SV models;基于GARCH模型和SV模型的VaR比较
13.Petroleum Price Stimulation Based on GARCH Model;基于GARCH模型的石油价格变动模拟
14.The Comparison of VaR Based on the Historical Simulation Method and GARCH Model;基于历史模拟法和GARCH模型的VaR比较
15.The Application of Monte Carlo Simulation Based on GARCH Model in Computing Var;基于GARCH模型的风险价值蒙特卡罗模拟
16.VaR-GARCH model using simulated annealing algorithm;基于模拟退火算法的VaR-GARCH模型
17.ARMA-GARCH Model Estimator on VaR、CVaR and Kernel Type of Integral EstimatorVaR、CVaR的ARMA-GARCH模型估计和积分核型估计
18.Multivariate GARCH Model and Its Application in VaR;多元GARCH模型及其在VaR计算中应用

相关短句/例句

GED distributionGED分布
1.In this paper we use some GARCH models based on some different distributions assumption to calculate Value at Risk of Shanghai stock market and Shenzhen stock market The results are: (1) the Risk of Shenzhen stock market is larger than Shanghai stock market; (2) t distribution and GED distribution are better than Normal distribution in reflecting risk property of return rat分析的结果表明深圳股票市场比上海股票市场有更大的风险 ;用t分布和GED分布假定下的GARCH模型能够更好地反映出收益率的风险特
3)generalized error distribution (GED)广义误差分布(GED)
4)GARCH-GED ErrorGARCH-GED误差
1.Functional Central Limit Theorem Approximations and ADF Unit Root Test of Financial Time Series With GARCH-GED Error Term;本文基于分析泛函中心极限定理在高频金融数据单位根检验中的特征与性质,从随机模拟的角度,探讨了有限样本情况下具有GARCH-GED误差项金融时序的ADF单位根检验统计量Zt、Zρ的统计性质,着重研究了不同水平下的分位数、模型滞后阶的设定及GED分布参数的变动对其检验统计特性的影响。
5)GARCH-GED modelGARCH-GED模型
6)EGARCH-GED modelEGARCH-GED模型
1.This paper examines the asymmetry problems of Shanghai and Hongkong stock markets with EGARCH-GED model, and divides the volatility cycles by use of BB law.利用改进的BB法则划分股市的波动周期,运用EGARCH-GED模型比较研究了上海和香港股票市场的非对称性问题。