proxy measure 中文意思是什麼
proxy measure
解釋
間接測定-
( 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「建立一個經濟模型來決定保證金水平」 ,例如, brennan ( 1986 )提出一個
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