2010 Third International Conference on Business Intelligence and Financial Engineering 2010 Help me understand this report
Nonlinear VaR Model of Options Portfolio under Multivariate Mixture of Normals Distributions
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“…This section, based on the panel data model, collects data from various provinces and cities, performs correlation test and principal component analysis on the data. The fixed effect test and random effect test were carried out for the obtained factors, and the influence of policy and enterprise vitality on economic vitality was analyzed based on the established relationship model between each factor and economic vitality [3][4][5][6][7].…”
Section: Modelsmentioning
confidence: 99%
“…This section, based on the panel data model, collects data from various provinces and cities, performs correlation test and principal component analysis on the data. The fixed effect test and random effect test were carried out for the obtained factors, and the influence of policy and enterprise vitality on economic vitality was analyzed based on the established relationship model between each factor and economic vitality [3][4][5][6][7].…”
Section: Modelsmentioning
confidence: 99%
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