Through returning examination of three different distributions(Normal,Student-t,GED),we can see GED distrition can delineate excess kurtosis and fat tail better,and then it can predict the value-at-risk of stock markets of Shanghai more accurately.
英
美
释义
通过对三种不同分布(N orm al;Student-t;ged)进行返回检验;可看出ged分布能更好地刻画上证指数的尖峰厚尾特征;从而也能更准确地预测沪市的风险值.
把海词放在桌面上,查词最方便
触屏版
|
电脑版
©2003 - 2024 海词词典(Dict.cn)
立即下载