The tail index is an important parameter to decide the degree of heaviness of the tail of a distribution.
尾部指标是决定分布尾部轻重的一个重要参数。
Given an estimate for tail index, we can establish extreme return levels which is useful to investors to control the risk.
在此基础上提出用尾部指数估计尾概率,达到风险控制的目的。
The estimation of tail index for regular variation heavy-tailed distributions aroused our concern, many scholars proposed several methods, but all of them have some disadvantages.
正规变化重尾分布的尾部指数的估计方法有很多种,但都不同程度地存在一定的局限性。
Some banks have started to sell tail-risk products. Deutsche Bank has created the ELVIS index, which generates returns when stockmarket volatility increases.
一些银行开始销售尾风险产品,德意志银行创造了Elvis指标,能够根据股市增长的波动性产生回报。
The hydrocracking tail oil possesses the characteristics of higher viscosity index, pour point, viscosity and lower sulfur, nitrogen, impurity content.
加氢裂化尾油粘度指数高,低硫、低氮、杂质含量少,倾点和粘度偏高。
Methods: the tail flick latency (TFL) regarded as an index, microinjection technique was used in lightly pentobarbital-anesthetized rats.
方法:以浅麻状态大鼠的甩尾反射潜伏期(TFL)为痛阈指标,采用核团内微量注射的方法。
Some statistical test methods on "fat tail" distribution of time series are obtained by using properties of extreme value theory and extreme index estimator under large sample.
使用极值理论和极值指数估计量的性质,在大样本的情况下得到序列分布“肥尾”现象的检验方法。
The main conclusions are: (1)The return rate of stock index is verified further that it's not normal but with heavy tail;
主要的结论是:进一步验证了股指收益率的分布不是正态的,而是具有厚尾性;
Cut off neck to death group: the thumb and index finger of one hand held the rats'head, the other hand grasped the tail pulling by force , resulting in spinal cord transaction to death ;
用一手拇指和食指用力往下按住鼠头,另一只手抓住鼠尾,用力向后上方拉动,造成脊髓横断致断颈死亡模型;
Cut off neck to death group: the thumb and index finger of one hand held the rats'head, the other hand grasped the tail pulling by force , resulting in spinal cord transaction to death ;
用一手拇指和食指用力往下按住鼠头,另一只手抓住鼠尾,用力向后上方拉动,造成脊髓横断致断颈死亡模型;
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