雷特洛基 的英文怎麼說
中文拼音 [léitèluòjī]
雷特洛基
英文
retlaki-
The roster of composers and conductors who have led the philharmonic includes such historic figures as theodore thomas, pyotr ilyich tchaikovsky, anton n dvo ? k, gustav mahler ( music director, 1909 ? 11 ), otto klemperer, richard strauss, willem mengelberg ( music director, 1922 ? 30 ), wilhelm furtw ? ngler, arturo toscanini ( music director, 1928 ? 36 ), igor stravinsky, aaron copland, bruno walter ( music advisor, 1947 ? 49 ), dimitri mitropoulos ( music director, 1949 ? 58 ), klaus tennstedt, george szell ( music advisor, 1969 ? 70 ), and erich leinsdorf
曾與樂團合作過的史上著名作曲家和指揮包括：西奧多?托馬斯、柴科夫斯基、德沃夏克、馬勒、奧托?克倫佩勒、理查?施特勞斯、威廉?孟高貝格、富爾特文格勒、托斯卡尼尼、斯特拉文斯基、科普蘭、布魯諾?瓦爾特、迪米特里?米特羅普洛斯、克勞斯?騰斯泰德、喬治?塞爾、埃里克?雷恩斯朵夫。One is the evt - based var model ( including gev model and gpd model ), the other is the quantile regression var model. secondly, i evaluate predictive performance of a selection of var models for chinese stock market data. these var models include riskmetrics method, historical simulation, monte carlo method, and the three recent models based on quantile regression and extreme value theory
本文首先重點探討了極值分佈var模型（包括廣義極值分佈和廣義帕雷托分佈兩個模型）和分位數回歸var模型；然後在此基礎上將六個var模型（包括上述三種模型、歷史模擬法、 riskmetrics方法以及蒙特卡洛法）實證應用於估計上證指數、上證180 、深證成指、深證綜指95 var和99 var ；同時採用區間預測法、損失函數法和符號檢驗法對這些var模型進行了選擇評估。
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