例句與用法

1. at present, research achievements have been made at home in the application of this model in such issues as stock index returns, asymmetry, market efficiency, price volume relation, risk management, and margin level
   目前，國內(nèi)用此模型對股指收益率、非對稱性、市場有效性、量價關系、風險管理、保證金水平等問題研究取得了多項成果。
2. the theoretical framework focuses explicitly on tail returns, thereby properly computing prudent margin level for large levels of risk, this paper finds : ( 1 ) the assumption of normality to impose a smaller margin level since the presence of a fat-tail
   通過實證研究,建議將gpd下的市場風險度量作為確定我國股指期貨保證金水平的依據(jù),且借助copula方法,運用組合的觀點進行風險控制,并根據(jù)市場風險變化特征進行動態(tài)調(diào)整。
3. the theoretical framework focuses explicitly on tail returns, thereby properly computing prudent margin level for large levels of risk, this paper finds : ( 1 ) the assumption of normality to impose a smaller margin level since the presence of a fat-tail
   通過實證研究,建議將gpd下的市場風險度量作為確定我國股指期貨保證金水平的依據(jù),且借助copula方法,運用組合的觀點進行風險控制,并根據(jù)市場風險變化特征進行動態(tài)調(diào)整。
4. (4 ) the proxy of the appropriate threshold using an expected shortfall can capture well the extreme price movements and can be an excellent risk measure instrument to set the prudent margin level . ( 5 ) controlling risks using a perspective of portfolio through applications of copula function should be included in the margin policy
   在股指期貨保證金方面,簡單介紹了目前兩種主要的設置保證金水平的方法:第一種設置方法是將保證金作為外生變量“建立一個經(jīng)濟模型來決定保證金水平”,例如,brennan(1986)提出一個
5. in the aspect of contract's design, its include the determination of contract value, minimum fluctuation of price, last settlement price and margin level etc . in risk management of stock index futures, the means of price's stabilization, the ways of avoid of market manipulation, the clearing member and market margin system and so on have been put in operation
   在股指期貨合約設計方面，主要體現(xiàn)在合約價值、最小價格波動、最后結(jié)算價、保證金水平等方面的確定方式。在股指期貨風險管理方面，主要采用股指期貨市場價格穩(wěn)定措施、對市場操縱的防范措施、股指期貨市場結(jié)算會員制度、市場保證金制度等。