学生氏 meaning in English
student's distribution
Examples
- Last , student - t distribution and ged can better describe the distribution of return rate in china ' s stock market . in a word , all the conclusion above indicates that the method in this paper is valid and credible
最后,利用学生氏- t分布,广义误差分布来模拟中国证券市场的指数收益率的分布提高了var的计算精度。 - All those things above bring forward a question of how to effectively perform financial risk management , and var risk management tool emerges as times require . but the computation of the var in most cases is based on the assumption that the rate of return follows a normal distribution . this paper estimates value - at - risk using parametric distributions that capture systematic skewness and kurtosis in returns series
但var的计算方法一直都是基于正态分布假设下的,本文系统研究了一些可以描述时间序列收益率分布的峰度和偏度的一些统计分布,如:正态分布、学生氏- t分布、有偏的学生氏- t分布、广义误差分布等。