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關(guān)注：1
2013-05-23 12:21
求翻譯：最后在衍生品的風(fēng)險(xiǎn)管理中，我們應(yīng)用了金融市場(chǎng)中的風(fēng)險(xiǎn)度量指標(biāo)VaR對(duì)紐約商品交易所的西德克斯輕質(zhì)原油期貨數(shù)據(jù)進(jìn)行了實(shí)證研究，對(duì)在石油市場(chǎng)上VaR的計(jì)算方法GARCH基于正態(tài)分布、學(xué)生t分布、廣義誤差分布進(jìn)行了比較分析，發(fā)現(xiàn)學(xué)生t分布對(duì)石油市場(chǎng)的擬合最優(yōu)，并在VaR的回測(cè)檢驗(yàn)中使用失敗檢驗(yàn)法驗(yàn)證了其可行性。是什么意思？ 待解決
 懸賞分：1
- 離問題結(jié)束還有
最后在衍生品的風(fēng)險(xiǎn)管理中，我們應(yīng)用了金融市場(chǎng)中的風(fēng)險(xiǎn)度量指標(biāo)VaR對(duì)紐約商品交易所的西德克斯輕質(zhì)原油期貨數(shù)據(jù)進(jìn)行了實(shí)證研究，對(duì)在石油市場(chǎng)上VaR的計(jì)算方法GARCH基于正態(tài)分布、學(xué)生t分布、廣義誤差分布進(jìn)行了比較分析，發(fā)現(xiàn)學(xué)生t分布對(duì)石油市場(chǎng)的擬合最優(yōu)，并在VaR的回測(cè)檢驗(yàn)中使用失敗檢驗(yàn)法驗(yàn)證了其可行性。
問題補(bǔ)充： |
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2013-05-23 12:21:38
Finally, in the risk management of derivatives, we applied the risk of financial market metrics var conduct an empirical study of West Germany Fox of the New York Mercantile Exchange, light sweet crude futures data on the method of calculating the oil market var garch based on normal distribution, S
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2013-05-23 12:23:18
Finally, in the derivatives, risk management, we have applications in the financial market has been the risk metrics to the New York Mercantile Exchange (NYMEX) VaR the Rashid Sidek, light crude oil futures data, empirical research on the oil market GARCH VaR calculation method based on the normal d
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2013-05-23 12:24:58
正在翻譯，請(qǐng)等待...
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2013-05-23 12:26:38
Last in derived products of risk management in the, we application has financial markets in the of risk measure index VaR on New York merchandise exchange of William heetderks light crude oil futures data for has empirical research, on in oil market Shang VaR of calculation method GARCH based on nor
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2013-05-23 12:28:18
正在翻譯，請(qǐng)等待...
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