术语“偏态系数”的详细信息

英译术语:

coefficient of skewness

汉语语境:

以自编的“国小学童阅读行为与阅读策略问卷”为研究工具，以高雄市、高雄县及屏东县593名公立国小学生为研究对象，经平均数、标准差、偏态系数、峰度系数、单因子多变量变异数分析以及典型相关等统计方法进行分析以获取研究结果，并根据研究结果提出结论与具体建议，作为学童父母、国小学校以及未来研究之参考。

英语语境:

The instrument was a self-designed “Elementary School students'reading behavior and reading strategy Questionnaire ” The subjects were 593 public elementary school students in Kaohsiung city Kaohsiung county and Pingtung county The data were collected and analyzed by means standard deviation coefficient of skewness coefficient of kurtosiss one-way MANOVA and canonical correlation According to the results the researcher presented the conclusions and specific suggestions to provide references for students'parents elementary schools and further studies.

英译术语:

skewness coefficient

汉语语境:

本篇文章採用MaheuandMcCurdy（2004）所提出GARJI模型和GARCH模型估算不兰特原油期货、SandP500指数现货与美国30年期公债期货之风险值。由于GARJI模型可反应市场对于非预期的新讯息所造成的冲击且具有较好的样本外波动预测能力，因此本文利用GARJI模型捕捉此不连续的状态，并将此报酬不寻常表现的情形纳入计算风险值的过程中，同时将偏态系数纳入百分位数的修正。由实证结果可知，在通过回溯测试的前提下，GARJI的穿透率和RMSE均较GARCH模型低，因此其风险管理的绩效较GARCH模型优异，而在压力测试上也有佳的表现。

英语语境:

The paper employs GARJI (Maheu and McCurdy, 2004) and GARCH models to calculate value-at-Risk (VaR) of Brent oil futures, SandP500 index, and 30-year US Treasury Bond futures. GARJI model not only captures occasional large changes in price which is induced by the impact of unexpected news arrivals, but also has better forecasting ability of out-of-sample volatilities. Therefore, we adopt GARJI model to take these advantages and modify percentile by conditional skewness coefficient to the computation of VaR. The empirical results indicate that GARJI model has better risk management performance than GARCH model as viewpoints of failure rate and RMSE, and it also performs better than GARCH model in Stress-Testing.