时变Copula,VaR英语短句,例句大全

时变Copula,VaR
1)VaR[vɑ:]时变Copula
1.The VaR Estimating on Time-varying Copula;基于时变Copula的VaR估计

英文短句/例句

1.The VaR Estimating on Time-varying Copula;基于时变Copula的VaR估计
2.The Application of Timevarying Copula and Extreme Value Copula in the Security Market Risk Measurement证券市场风险度量—时变Copula和极值Copula的应用研究
3.Copula Theory and Its Applications in Multivariate Financial Time Series AnalysisCopula理论及其在多变量金融时间序列分析上的应用研究
4.In this dissertation, copula theory and its applications in multivariate financial time series analysis are studied intensively.本文主要研究Copula理论及其在多变量金融时间序列分析上的应用。
5.The Application of Multi-variable Financial Time Series Dependence Base on Copula Theory and MMBP基于Copula理论、MMBP方法度量多变量金融时间序列相关性
6.The Bivariate Distribution and Copula Function;二维随机变量的分布与Copula函数
7.Study for the Dependence of Tail Dependence Random Variables According to Copula;基于Copula对尾相依随机变量相依性的研究
8.The Measure Indexes of Relationship Dependence Based on Copula-Functions基于Copula函数随机变量相依性指标的度量
9.Using Copula to Analyse the Changes of Dependence Structure of International Stock Market After Subprime Crisis次贷危机后国际股票市场相关性变动的Copula分析
10.Symmetric Bernstein Copula;对称Bernstein Copula
11.The Study on the Multivariate Volatility Time Series Model Based on Copula;基于Copula理论的多元波动时间序列模型的研究
12.Extracting the Trends of Time Series Based on the Copular Functions基于COPULA方法提取非线性时间序列的趋势项
13.Analysis of Sub-Prime Loan Crisis Contagion Based on Change Point Testing Method of Copula基于Copula变点检测的美国次级债金融危机传染分析
14.Fitting Archimedean Copula to DataArchimedean Copula数据拟合
15.The functions relative to copulas and study of properties;copula的构造以及copula之间关系的研究
16.An Introduction to Copula and Its Application;连接函数（Copula）及其应用
17.Methods for Computing La-ES Based on Copula基于Copula方法计算La-ES
18.Parameter Estimation of Archimedean CopulaArchimedean Copula函数的参数估计

相关短句/例句

Co-copula协copula
1.Bounds of the Co-copula and its Properties;协copula的界及其性质
3)copula functionCopula函数
1.Derivation of design flood hydrograph based on Copula function;基于Copula函数的设计洪水过程线方法
2.Random simulation of flood hydrographs based on Copula function;基于Copula函数的洪水过程随机模拟
3.The Study of Financial Risk Measurement Based on Copula Function基于Copula函数的金融风险度量研究
4)selection of CopulaCopula选择
5)Copula functionsCopula函数
1.Risk analysis of Portfolio is studied; by comparing Copula functions and the traditional VaR methods,-mixing copula is made.基于Copula函数对金融市场风险价值(VaR)的研究,构造出一种新的混合Copula,并与传统的方法进行了比较。
2.On the basis of in-depth study of Copula Theory, the paper systematically derives from the Copula functions of the non-linear correlation measure and studies the parameter estimation problem of Copula functions, and then discusses the advantage when we use the Copula function in the financial analysis.在深入探讨Copula理论的基础上,本文系统研究了由Copula函数导出的非线性相关性测度及其参数估计问题,并论述了Copula函数在金融分析上的应用优势。
3.In section two,we use some special Copula functions as examples to conduct some special integro-differential equations satisfied by the Gerber-Shiu discounted penalty function which are identical with references,which proves this pap根据内容本文分为以下四章:第一章主要介绍了分红风险模型从独立模型到相依模型的发展过程,并引进了随机变量之间的Copula相依,接着介绍了一些关于Copula函数理论的知识。
6)copula[英]['k?pj?l?][美]['kɑpj?l?]copula函数
1.Monte Carlo Simulation by Copula to Measuring Market Risk;Copula函数度量风险价值的Monte Carlo模拟
2.Improving Tests for Parameters in Copula对Copula函数中参数检验方法的改进
3.The multivariate copulas with parametric structure can describe fully the dependence between variants.讨论了一类copula模型的选择问题,其多元copula函数能与一个一元函数构成一一对应的关系。