查询词典 var

In this paper,we use the historical data to get the experiential distribution function of conditional revenue ratio when we can not determine the type of the allied distribution of the price and revenue ratio,and then we calculate the VaR under a certain price level of the price.

1研究意义VaR是目前证券投资风险管理的重要工具，在数学上，表示为投资组合收益率分布的下α分位数，表达式为：P=α(VaR 0)图1 VaR的图形表示其中，ΔP表示在Δt时间内，某个金融资产的市场价值的变化，α为给定的概率，如图1所示。

Based on the relationship between the risk-aversion coefficient and the confidence level in VaR, liquidity-adjusted VaR at any confidence level was obtained.

由于投资者风险偏好系数和VaR下的置信概率水平具有一一对应关系，可以通过最优路径集下执行成本的期望和标准差组合曲线来获得不同置信概率下，经过流动性调整后的VaR。

The article analysed the foreign trade effect to macroscopical economy through metric analysis method, the VAR model that uses vector to be returned to oneself will be opposite income of foreign trade amount, import total, export total, finance and foreign currency exchange rate undertake VAR is returned to, reach the; of cross correlation relation of many variable answered function to analyse the long-term and harmonious relationship between foreign trade and reform economic norms through concussion.

本文通过计量分析方法分析了进出口贸易对宏观经济的影响，运用向量自回归的VAR模型来对进出口贸易总额、进口总额、出口总额、财政收入和外汇汇率进行VAR回归，得出多个变量的互相关联关系；通过冲击响应函数分析了进出口贸易和改革经济指标间的长期均衡关系。

Through compare theory and empirical analysis to China's securities market, the feasibility of VaR and CVaR application is demonstrated, the necessary of VaR and CVaR double limit risk management is born out, and the point of parameters chosen and other advices are given.

通过实证分析论证了将VaR和CVaR应用于我国证券市场风险管理实践的可行性，实行VaR和CVaR双限风险管理的必要性，并给出实际运用VaR和CVaR时计算参数选择的要点和其它建议。

The sixth, this thesis synthetically utilizes many kinds of modern statistical method and the econometrics model to research how policy event affect stock market influence, especially it has successfully applied the condition VaR model, Hesin test, BDS test, recursion BDS test, VAR model and pulse response analysis, EGARCH model and news response curve in the empirical analysis, and obtains some regular conclusion.

六、将多种现代统计方法和经济计量方法综合运用于政策事件影响中国证券市场波动问题的研究中，特别是成功地应用了条件VaR模型、Hsieh检验、BDS检验、递归BDS检验、经济计量模型、VAR模型及脉冲响应分析、EGARCH模型及其消息反应曲线等方法，得出了若干有意义的结论。

For reasons of backward compatibility, when a local variable declaration specifies var as the type and a type named var is in scope, the declaration refers to that type; however, a warning is generated to call attention to the ambiguity.

由于向后兼容性的原因，当一个本地变量声明标示为 var 作为类型并且在范围内已经有了一个 var 的类型，那么声明指向的是该类型；然而，编译器会产生该种混淆的警告。

When a local variable declaration specifies var as the type and no type named var is in scope, the declaration is an implicitly typed local variable declaration.

当一个本地变量声明标示为var作为类型并且没有var类型名称在范围内，那么这个声明被视作隐式类型化的本地变量声明。

Then on the basis of introducing definition and characteristic of VaR, this paper indicates the mistakes of calculating the VaR formulae of European call and put option in the documents gathered and corrects them.

然后介绍了VaR的定义及特点，在此基础上，对已有文献中欧式看涨和看跌期权VaR计算式的不妥之处进行了改正，推导出了改正后的期权VaR计算式。

In view of the peaked and fat-tailed characteristics of financial return data distribution and its effect of clustering fluctuation and especially the "leverage effect" of fluctuation on VaR estimates and some efficiencies when estimating VaR with various assumptions of return data distribution,a semi-parameter approach based on EGARCH-VaR model is developed.

在综合考虑了金融收益数据分布的尖峰厚尾特征及其波动集群性，尤其是其波动的&杠杆效应&对VaR估计的影响以及各种假定收益率分布在计算风险价值时存在不足的基础上，提出了基于EGARCH-VaR的半参数方法，并且与正态分布和t分布假设下的GARCH模型的VaR计量方法进行比较，通过实证分析，并利用后验测试，表明基于EGARCH-VaR的半参数方法对风险价值的测度优于正态分布和t分布假设下GARCH模型的VaR计量方法。

Chapter 2 is the narrative part of the theory and method of VaR and CVaR.

VaR的理论基础主要包括四部分： VaR的基本概念、VaR的基本计算方法、基于核密度估计的历史模拟法和VaR 的检验方法介绍。

This is not an ordinary box, which is used as a background picture of the dialog box, very pretty.

详细说明：这可不是一个一般的对话框，它是用图片作为背景的对话框，非常好看。

Conceal me what I am,and be my aid for such disguise as haply shall become the form of my intent.

遮掩我的身份，帮助我，我的面具将成为我的目的。