1.Take the calculation of VaR of Shanghai synthesis index as an example, the text calculates the VaR of Shanghai synthesis index using four kinds of GARCH models (GARCH, TARCH, EGARCH and PARCH) in normal distribution, t distribution and generalized error distribution (GED), respectively.
以上证综合指数VaR 的计算为例,应用了四种GARCH 模型(GARCH,TARCH,EGARCH和PARCH)分别在正态分布、t 分布和广义误差分布下计算上证综合指数VaR。
2.cause to wither or parch from exposure to heat.
通过与热空气使枯萎或烤干。
3.2. The water extraction of Perilla frutescens and parch Perilla frutescens implied expectorant effects at low concentration.
2.紫苏子和炒紫苏子水提物的小剂量组均有良好的祛痰作用。
4.hot and dry enough to burn or parch a surface.
热而且干，足以燃烧或者烤干某个表面。
