根据实证检验得出我国股票市场非正态性和尖峰厚尾的特点，选择价差损失值这一度量指标。
According to empirical test, China's stock market shows the characteristics of non-normality and fat tail as well as makes the loss value of the price difference loss as metrics.
通过对我国股价指数的统计描述，表明我国金融资产收益率存在自回归条件异方差特征，并表现出非正态性。
Statistic descriptions indicate that the benefit of financial capitals in China has the characteristic of autoregressive conditional heteroskedasticity and abnormality.
通过对上证指数的统计分析表明，上证指数的收益率分布表现出非正态性，并存在自回归条件异方差的特征。
According to statistical analysis on Shanghai stock index, the distribution of the rate of return is non-positive skewed, and there exists an autoregressive heteroskedasticity in the rate of return.
对一类具有渐近正态的统计量，找到了适用于它们的共同的随机加权逼近方法，并研究了它的相合性、一致及非一致逼近速度。
In this paper we find an uniformly random weighting method to statistics admitting asymptotic normality and study its consistency and convergence rates of uniformity and nonuniformity.
给出非参数回归模型中估计量的渐近偏差和渐近方差，并在适当条件下利用大小分块的思想获得了该估计量的渐近正态性。
Given the asymptotic bias and the asymptotic variance of estimation, moreover obtained the asymptotic normality of the estimation under certain condition using small-block and large-block arguments.
给出非参数回归模型中估计量的渐近偏差和渐近方差，并在适当条件下利用大小分块的思想获得了该估计量的渐近正态性。
Given the asymptotic bias and the asymptotic variance of estimation, moreover obtained the asymptotic normality of the estimation under certain condition using small-block and large-block arguments.
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