higher moment的用法和樣例:
例句
- The simulated price through bivariate GARCHSK-M model is very close to the true price, which tells us the dynamic CAPM with higher moments is worth to trust.
將由高階矩動(dòng)態(tài)資本資產(chǎn)定價(jià)模型即由高階矩風(fēng)險決定的資產(chǎn)價(jià)格水平與真實(shí)價(jià)格水平進(jìn)行對比,發(fā)現二者之間吻合程度較高,取得了較好的定價(jià)效果。