青云英语翻译

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翻译结果1翻译结果2 翻译结果3翻译结果4翻译结果5

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招待我们对(1,1)与1 +1 95或97的GARCH(1,1)模型。表1中图D显示了SRTR趋于波动聚类在负s范围从-1.43%到-2.93%而言存在收率只有略微低估变种(10)或无功(30)。这些向下biasese是直观合理,俯瞰随时间变化的风险。

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我们接受 (的对1,1) 1 + 1 95 或 97 GARCH(1,1) 模型。面板表 1 D 显示 SRTR 往往存在波动性的从-1.43 不等的负 s 群集下产量仅略有低估 VaR(10) 或 VaR(30) %至-2.93%。这些下调 biasese 是直觉地合理的俯瞰时变风险。

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我们愿意考虑对 ( 1, 1) 与 1 + 1  95或97为GARCH( 1,1) 塑造。 盘区D表1表示, SRTR倾向于在成群根据消极( s的) 挥发性面前产生() 轻微地被低估的仅VaR 10或VaR 30范围从-1.43%到-2.93%。 这向下biasese为俯视时间变化的风险是直觉地合理的。
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