pareto distribution meaning in Chinese

帕雷托分布
帕累托分布

Generalized pareto distribution and analysis of stock price returns
Gp分布模型与股票收益率分析
Generalized pareto distribution ; returns ; tail index ; value at risk ; capital - loss coefficient
Gp分布收益率尾指数风险值资本损失系数
Some properties of the generalized pareto distribution are discussed . then gp model is used to analyze the returns to shanghai stock index , shenzhen stock index and the stock prices of two specific companies . a quantitative indicator of extreme changes in stock index and stock price is mentioned . the estimation of value - at - risk is also discussed
讨论了gp分布模型的某些性质，利用此模型对上证指数深证指数和2家公司股票价格的收益率进行分析，给出股票指数和价格极值波动程度的量化指标和风险值var的估计值。。
Along with a price limit and capital requirement , the existence of a margin decrease the likelihood of a customer defaulting , a broker going bankrupt and systemic instability of the futures market . this paper applies sub - theories of generalized pareto distribution inherited from extreme value theory to examine the margin policy for price extremal movements
本文运用极值理论的广义帕累托分布( gpd ) ,对以上证180指数和深证100指数为标的的股指期货保证金进行了研究,并且将之与正态分布假设下的保证金水平进行比较。