Paretian

英

美

[网络] 帕雷托；帕累托主义者

However, non-normality stable Paretian distribution and long-memory can constitute the best possible approximation of the price behavior.
非正态稳定帕雷托分布与长期相关性能够很好地描述实际资本市场的非线性动态价格行为。
From three perspectives ( relationship between contribution rate and average substitution rate, insurance fund collection model, the method of calculating and providing pension), this paper analyses the Paretian optimization of allocation of the resources in social insurance of supporting the old.
本文从缴费率与平均替代率的关系、养老保险基金筹资模式和养老金计发办法三个方面分析了养老保险资源配置的帕累托优化。
Specially, ARCH type models with stable Paretian innovations can better asset risk in terms of calculating VaR of financial logarithmic return.
尤其通过对数收益的VaR的比较得到基于稳定分布的ARCH类模型能更好评估风险。
It is found from the comparison that the ARCH type models with stable Paretian innovation is more capable to capture characteristics of financial time series than ARCH type models with normal and student's t innovations.
通过模型的比较分析，得到基于稳定分布的ARCH类模型比基于正态分布、t分布的ARCH类模型能更好地刻划金融时间序列的特征。