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copula n.(pl. copulas, -lae )1.【邏,語...

copulate

( 4 ) the proxy of the appropriate threshold using an expected shortfall can capture well the extreme price movements and can be an excellent risk measure instrument to set the prudent margin level . ( 5 ) controlling risks using a perspective of portfolio through applications of copula function should be included in the margin policy 在股指期貨保證金方面,簡單介紹了目前兩種主要的設置保證金水平的方法:第一種設置方法是將保證金作為外生變量“建立一個經濟模型來決定保證金水平” ,例如, brennan ( 1986 )提出一個

The main equipments are : one 5 - ton - copula , one 3 - ton - copla , eight 5 - ton - crane , one 10 - tonresin sand mixer , one 5 - ton resin sand mixer , two molding machines of 148 type , two shell moulding core shooters , one s112 sand mixer , one s114 sand mixer , one large size shot - blaster and one barreltype shot - blaster , a 10 - ton resin sand regenrating device , and complete equipments of chemical and physical test in the lab 主要設備有: 5噸沖天爐1臺、 3噸沖天爐1臺、 5噸行車8臺、 10噸連續樹脂混砂機1臺、 5噸連續樹脂混砂機1臺、 148造型機2臺、覆膜砂射芯機2臺、 s112混砂機1臺、 s114混砂機1臺、大型拋丸機1臺、小型滾筒式拋丸機1臺、 10噸樹脂砂再生機一套,化驗、物理檢測、清砂設備齊全。

The theoretical framework focuses explicitly on tail returns , thereby properly computing prudent margin level for large levels of risk , this paper finds : ( 1 ) the assumption of normality to impose a smaller margin level since the presence of a fat - tail 通過實證研究,建議將gpd下的市場風險度量作為確定我國股指期貨保證金水平的依據,且借助copula方法,運用組合的觀點進行風險控制,并根據市場風險變化特征進行動態調整。

This article is not focused on the dating of shi ' s emergence as a copula ; rather , it illustrates how shi has changed from a deictic substitute to a copula from the perspective of information structure , bringing in the consideration of pragmatics 本文旨趣并非根據文獻論定系詞是產生的年代,而是從語言表達的角度解釋復指代詞是的語用功能,并循有關思路說明是由代詞向系詞轉化的動因。

Abstract : this paper focuses on the coherent function of the chinese expression “ nashi “ and the process of solidification of “ nashi “ . “ shi “ went through further grammaticalization : from copula to a element of solidification structure 摘要本文討論現代漢語, “那是”的對話銜接功能及其固化說法的形成過程,認為“那是”的“是”發生進一步語法化:從判斷詞變為固化形式的不可分析的成分。

Var has became the standard method which is used to measure the market risk and the definition of it is that the most probably changing value of a financial portfolio during a holding period with the given the confident level 傳統模擬計算var通常是基于線性相關和正態假設下進行的,本文中采用了一種新的描述不同序列相依性關系的函數copula函數,以度量中國證券市場風險。

We hereby nominate our faithful charger copula felix hereditary grand vizier and announce that we have this day repudiated our former spouse and have bestowed our royal hand upon the princess selene , the splendour of night 我特此任命忠實的戰馬“幸運的紐帶”為世襲首相218 ,并且宣布,今天就與前妻離婚,迎娶夜之光輝塞勒涅219公主為妻。

Using reference from foreign research in the similar field , i will take several copula functions in this paper to measure the china securities market risk with the monte carlo simulation 將所得的結果同傳統的正態線性模擬相比較,可以看出應用copula方法所得的結果能夠更加準確的度量出證券市場的風險。

The measurement and improvement for system involving dependent components based on copula function 函數對相依部件系統可靠度的度量和改進

A portfolio selection model on copula - garch - evt based and its hybrid genetic algorithm 的資產組合選擇模型及其混合遺傳算法

Employment of copula in the analysis involving bipit of extreme value samples 于二維樣本極值概率積分變換分布分析中的應用

Bounds of the co - copula and its properties 的最優界

Risk analysis of portfolio by copula - garch 的投資組合風險分析

Characterizations of multivariate quasi - copulas 多元擬連接函數的刻畫

A measure of dependence between random variables based on copula 對隨機變量間相依性的度量

Risk analysis of foreign exchange rates by copula 的外匯組合投資風險分析

Checking the adequacy of copulas with parametric structure 函數的擬合檢驗

Risk analysis of foreign exchange markets by copula 的外匯投資組合風險分析

The application of copula function in portfolio management 函數在風險價值中的應用