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尾部在险价值
释义
尾部在险价值
Encyclopedia
理学
风险理论
释
tail value-at risk
尾部在险价值
在正常的市场条件下,在一定的时间内,给定置信水平的基础上,测算损失超过在险价值 的条件期望。又称条件尾部期望。
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pear-shaped vase with a flared lip
Pearson
Pearson coefficient
Pearson coefficient of correlation
Pearson coefficient of skewness
Pearson correlation
Pearson correlation coefficient
Pearson criterion
Pearson-Cunningham function
Pearson curve
Pearson differential equation
Pearson distribution
Pearson function
Pearson kurtosis
Pearson method
Pearson mode skewness
Pearson PLC
Pearson product-moment correlation coefficient
Pearson's correlation coefficient
pearson's horseshoe bat
Pearson skewness
Pearson skewness coefficient
Pearson system
Pearson test
pearson type distribution
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