青云英语翻译

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为了检查 SRTR 是否获得时间聚合 VaR 的适宜方法,这项研究采用了每日从摩根史丹利资本国际 (MSCI) 指数从数据流,其中包括大多数发达市场和新兴市场中所列的 47 个市场的股票市场指数收益。示例期间范围从 1997 年 1 月 2 日到 2009 年 12 月 31 日 (交易日的 3,391)。

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要审查SRTR是否是获得的定期被聚集的VaR一个适当的方法,这项研究使用从在从Datastream的摩根士丹利资本国际(MSCI)索引列出的47个市场的每日股市索引回归,包括被开发的和新兴市场。样品从1997年1月2日周期行列对2009年12月31日(3,391交易日)。

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要审查SRTR是否是一个适当的方法为获得时间被聚集的VaR,这项研究使用每日股市索引回归从在摩根Stanley资本国际MSCI索引列出的 (47个) 市场从Datastream,包括被开发的和新兴市场。 样品周期行列从1997年1月2日到2009 12月31日,( 3,391贸易的天)。
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aTo examine whether the SRTR is an appropriate method for obtaining the time-aggregated VaR, this study employs daily stock market index returns from 47 markets listed in the Morgan Stanley Capital International (MSCI) index from Datastream, which includes most developed and emerging markets. The sample period ranges fr 要审查SRTR是否是一个适当的方法为获得时间被聚集的VaR,这项研究使用每日股市索引回归从在摩根Stanley资本国际MSCI索引列出的 (47个) 市场从Datastream,包括被开发的和新兴市场。 样品周期行列从1997年1月2日到2009 12月31日,( 3,391贸易的天)。 [translate]