copula

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.

Research on Composite Construction of Archimedean COPULA' Generators

阿基米德COPULA生成元的复合构造研究

The Application of Financial Market Risk Measurement Based on EVT and Copula

金融市场风险的度量&基于极值理论和Copula的应用研究

Tail Dependence Analysis of SZI HSI Based on Copula Method

上证指数和恒生指数的copula尾部相关性分析

In'George became ill', the verb'became'is a copula.

在 georgebecameill 一句中,became是系词.

There is a great important class of Copulas, called as Archimedean Copula which has many powerful unique properties, for example, symmetry and associative.

Copula函数中一类被称为阿基米德Copula的函数具有其他不具备的优点，比如形式简单、对称性、可结合性。

In Chinese data, negotiator likes to employ pattern "Subject+ Copula+ Subject Complement" to make the compliment. In English data, pattern "Subject+ Predicate+ Object" has frequently employed.

从中文的案例来看，恭维常常采用主语+系词+主语补足语的句式来表达，英文案例中的恭维常常以主语+谓语+宾语的形式出现。

We find that using a time-varying correlation coefficient Copula function to calculate optimal hedging ratio can get the hedging portfolio with smaller value of LPM than the traditional methods.

发现使用具有随时间变化的相关系数的Copula函数估计得到的最优套期保值组合比传统的方法估计得到的最优套期保值组合有更小的下偏矩。

Copula Approach and Dependent Default Research

Copula方法与相依违约研究

The shortcomings of traditional risk analysis methods is that it may underestimate the risk seriously, Copula function can reflect the dependence structure between variables and describe peak heavy-tail and unsymmetric of financial data and so on, therefore, it has been developed rapidly in the financial analysis.

传统风险分析方法具有可能严重低估风险的缺点，Copula函数（连接函数）能够体现变量之间的相关结构以及描述金融数据尖峰厚尾和非对称等性质，因此在金融分析中得到迅速发展。

The Copula function is such a new, more robust, flexible correlation analysis technique.

Copula函数就是这样一种新的、更加稳健的、灵活的相关性分析技术。

Firstly, we use the leverage SV-t model to model each of the three industry indices' rate of return, then we fit the data of rate of return to several different Copula functions to obtain the best fitting Copula function.

首先用杠杆厚尾随机波动模型对各单只指数的收益率进行建模，然后将几种不同的Copula函数分别与数据拟合，在此基础上选出最优拟合Copula函数。

Copula net diagram is an important tool for guiding the cupola operation.

网形图是指导冲天炉熔炼操作的重要工具.

In ` George became ill', the verb ` became'is a copula.

在Georgebecameill一句中,became是系词.

The subject and predicate nominal must be connected by a linking verb, also called copula.

主语和名词性述语之间必须用连系动词连接,连系动词也称为系动词.

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.

Using the copula function technology, may take the relativity and the correlation pattern organically into together.

应用copula函数技术, 可以将相关程度和相关模式的研究有机地结合在一起.

We build a linear combination of three types of Archimedean Copula-based function which is a mixed copula function.

本文构建一个基于三类阿基米德Copula的线性组合函数，即混合Copula函数。

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.

Variance of the observed values are modified to simulate the copula, the tail of the empirical distribution of the marginal distribution or GPD, the other to fit the empirical distribution.

修正方差的观察值有Copula来模拟，其尾部边际分布用经验分布或者GPD分布，其他由经验分布来拟合。

It is difficulty to use a single copula function to capture the structure of financial markets in that case.

这种情况下，很难用某一个单一的Copula函数来全面的刻画金融市场之间的相关模式。

We introduced the theory and application of copula approach and showed the general process on modeling financial risks.

本文比较系统地介绍了系方法的理论和应用，展示了用系方法对金融风险问题进行建模的一般程式；

In the interest rate market backdrop, the term structure SHIBOR other transactions will continue to increase interest rates on the interbank market risk measurement model needs to be improved, using a wide range of copula function model.

在利率市场化的大背景下，其他期限结构的SHIBOR交易将会不断增加，关于同业拆借市场利率风险的度量需要改进模型，采用多元化的copula函数模型。

Therefore, there is important practical significance, according to the actual conditions and historical data to identify the most appropriate copula function combining with KMV model for improving the effectiveness of portfolio credit risk management.

所以，根据实际情况和历史数据找出最适合的copula函数与KMV模型相结合，对于提高组合信用风险管理的有效性具有重要的现实意义。

Logically, it is merely the copula of a judgement.

逻辑地, 它仅仅是一个判断的性交.

Here, Archimedean Copula is used to describe the correlation which is more complicated than comonotonicity.

这里，主要利用Archimedean Copula函数刻画了比共同单调性更为复杂的死亡率相关性问题。

The time-varying correlation matrix derived by the Clayton copula captures the correlation of extreme events.

而用Claytoncopula所估计的时变相关系数矩阵则可精确描述极端事件时的相关性.

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.