tail series meaning in English
尾零
Examples
- Using this approximation , the risk of the high quartiles ( over 95 % ) is underestimated , especially for the fat - tailed series , which is common in financial data
在这个假设条件下,置信度较高时( 95以上) var估计往往会低估风险,尤其是当样本数据具有厚尾特征时,而金融数据大都具有尖峰厚尾的特点。