类别：英语 / 日期：2026-01-24 / 浏览：0 / 评论：0
copula
英[ˈkɒpjələ] 美[ˈkɑ:pjələ]
copula
- 1 . Kendall is criterion of comparing the dependence of different kinds of Copula .
- 在比较不同类Copula的相关性时,用Kendallτ作为比较的依据.
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- 2 . This paper mainly research Copula theory and its using in credit risk management.
- 本文主要研究Copula理论及其在信用风险管理中的应用.
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- 3 . Results show that the Copula based method produces better backtest results than the traditional variance - covariance method.
- 结果表明,基于copula方法估计的投资组合风险值比方差协方差方法估计的投资组合风险值更接近实际数据.
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- 4 . This article\'s emphasis studies the random variable using the copula function to describe tail dependence.
- 本文的重点就是应用copula函数来研究随机变量的尾部相关性的问题.
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