tail stock 中文意思是什麼
tail stock
解釋
車床尾座, 滑動軸架-
And frankly i share the uneasiness many people feel about the potential impact of the derivative warrants market on the stock market theoretically, derivatives have a stabilising effect but it is not always obvious : the tail often seems to be wagging the dog
坦白說，我跟很多人一樣，對認股證這項衍生工具對股市的潛在影響都感到有點擔心。雖然理論上衍生工具有穩定市場的作用，但這些作用往往不明顯，衍生工具反而變成了有點喧賓奪主。 -
Based on analyzing the existing risk measure methods and the difference of risk essence, proposed one new risk measure method value - entropy, and has given the optimization model of securities investment portfolio. and conducts the empirical research using the shanghai stock market related data, the result shows the model can deal with distributing of “ the thick tail ”
在深入分析現有風險度量方法和風險本質差異的基礎上，提出一種新的風險度量方法? ?價值熵，給出了證券投資組合優化模型，並利用上海股市有關數據進行實證研究，結果表明該方法能夠很好的處理「厚尾」現象。 -
So it can avoid risk of model and computer rightly the var of extreme event. this article presents the theory of extreme value and character of tail of distribution and gives the example of var with index of shanghai stock market by evt, then compares the var result of different computation methods and concludes that traditional var method is static state model and var with evt is dynamic conservative model and has the ability of forecasting risk out of sample comparing to historical simulation method
本文系統地闡述了極值理論和極值分佈特徵，以上證指數為例，將極值理論應用於風險價值的計算，並將應用結果與傳統var方法計算的結果進行了比較分析，最後得出結論：傳統的var計算模型是靜態的模型，應用極值理論計算var的模型是動態的、相對保守的模型；與歷史模擬法相比較，極值理論具有超越樣本的預測能力。 -
The paper studies the risk structure of chinese security market, and points out it is a faint efficient market, stock market has no character of stochastic wandering, and systemic risk has a high proportion in total risk, security market can not provide efficient serial time data, which leads to some obstacles to measure risk, besides, yield of stocks has a " heavy tail " character
實證研究了我國證券市場的風險構成，指出我國的證券市場是弱式有效，股市不是呈現隨機遊走，證券市場中系統風險佔有相當大的比重。證券市場不能提供有效的時間序列數據，市場風險計量方法的應用受到限制。
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