variance covariance matrix造句

例句与造句

1. Estimation of VaR or CVaR for large portfolios of assets using the Variance Covariance matrix may be inappropriate if the underlying returns distributions exhibit asymmetric dependence.
2. For example, to improve the estimation of the Variance Covariance matrix, one can generate a forecast of asset distributions via Monte-Carlo simulation based upon the Gaussian copula and well-specified marginals.
3. It's difficult to find variance covariance matrix in a sentence. 用variance covariance matrix造句挺难的