一摩 meaning in English
ichima
kazumaro
Examples
- Chapter 4 , empirical test . this part uses the var models to measuring the var of shanghai stock market and shenzhen stock market and analyzed the conclusion . chapter 5 , introduce the definition of marginal var , component var and increment var and give empirical test
本部分首先给出了本文的研究方法一摩根集团采用的risk一metrics方法、基于garch模型的garch一t 、 garcll一右ed模型和考虑到我国政策多变性带两个虚拟变量的garch一t模型，基于极值理论的var一x方法。