The back testing result indicates that, comparing with VaR values based on history simulation (HS), the VaR values based on copula-EVT model can reflect the risk of this exchange rate portfolio more accurately.
通过对VaR进行回顾检验表明,与基于历史模拟法的VaR相比,基于Copula-EVT模型的VaR能更准确地反映欧元/人民币和日元/人民币汇率组合的风险。
参考来源 - 基于Copula·2,447,543篇论文数据，部分数据来源于NoteExpress
通过测算，在两种市场情况下，分别使用原始的和改进的历史模拟法能较好的对航运市场风险予以模拟。
Through the result based on the realistic status, it turned out that the historical simulation method and the improved historical simulation method can simulate the shipping market properly.
考虑到传统的历史模拟方法存在的缺点，采用基于核估计的历史模拟方法获得估计值及其置信区间，并用实例进行了分析。
Considering the flaw of history simulation method, the paper adopts kernel estimation method to estimate parameters and their standard deviation, and then gives case analysis.
除了观赏展品，游客还可以玩电脑模拟游戏，想象自己生活在不同的历史时期，或者漫步在热带雨林中。
As well as looking at exhibits, visitors can play with computer simulations and imagine themselves living at a different time in history or walking through a rainforest.
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