WebApr 5, 2008 · Born in American Fork, Utah, D. Todd Christofferson graduated from high school in New Jersey, earned his bachelor’s degree from Brigham Young University, where he was an Edwin S. Hinckley … WebJun 2, 2024 · 无论是单样本T检验、独立样本T检验还是配对样本T检验,都有几个基本前提:. 1. T检验属于参数检验,用于检验定量数据(数字有比较意义的),若数据均为定类数据则使用非参数检验。. 2. 样本数据服从正态或近似正态分布。. 独立T检验(也称T检验),要 …
回测检验在商业银行市场风险度量中的应用研究_百度文库
WebMay 31, 2024 · 风险管理寒假读书笔记.docx,以下内容根据安东尼?桑德斯《金融风险管理》和约翰?赫尔《风险管理与金融机构》整理。风险管理的整体框架现代金融风险管理大致 … Web我们根据Kupiec检验以及Christofferson检验对VaR预测的精确性进行分析发现,基于Cannonical Vine计算出的VaR更加精确。 ... 第三,我们还通过分析ADF检验与Ljung-Box Q统计量发现,无论是从总体上来看,还是从单个商品期货指数来看,沪深300指数与商品期货指数都表现出显著地非 ... office 365 save as csv
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