tail stock

Research on Soil Remediation with Sisals in Iron Mine Tail Stock

剑麻对铁矿尾矿库土壤修复的试验研究

This paper researches the tail-index estimate of Shanghai-Shenzhen stock index returns and analyzes the tail change of stock index returns before daily price limit and after daily price limit.

应用HKKP估计方法对沪深股指收益率的尾指数进行估计，并对涨跌停板前后股指收益率尾部的变化状况进行分析。

Based on extreme value theory and methods, generalized Pareto models are established to extreme daily return to Shanghai stock index, and return levels and upper tail probability are worked out by using the models.

本文基于极值理论和方法建立了上证综合指数极端日收益率的广义Pareto模型，并利用所得的模型计算出日收益率的返回水平及其上尾概率。

For this reason, this paper base actual data of the essence characteristic, to discuss calculate formula VaR means in the the aiguille and fat tail branch, and make use of the calculate formula to carry out demonstration analysis for the stock market.

为此，本文从实际数据的基本特征出发，讨论了VaR方法在尖峰、胖尾分布中的计算公式，并使用该计算公式对我国证券市场的实际数据进行了实证分析。

Extreme Value theory can simulate the risk of tail of the stock index futures well. And then it can calculate the VaR and ES.

极值理论对股指期货数据尾部的风险可以很好的进行模拟，从而得到在险价值和期望损失。

Furthermore, establishes measures of extreme value VaR and ES, and portrays risk characteristics of return jump tail in China Stock Market.

进一步，构造极值VaR与ES风险测度，对中国市场资产收益率跳跃性尾部风险特征进行研究。

A Study On Tail Behavior for Stock Returns Distribution

股票收益率分布的尾部行为研究

the engineer adjusted the power tail stock on the lathe.

工程师调整了车床上的尾座。

The experimental study on the influence of the exerted length of tail-stock sleeve on the static rigidity of lathe

车床尾座套筒伸出量对车床静刚度影响的试验分析

Study on Tail Distribution of Stock Returns' VaR

股票收益率风险价值的尾分布研究