VaR,value at risk
1)value at riskVaR
1.Some Properties of Kernel Estimation of Value at Risk for ρ-mixing Financial Time Series;ρ-混合金融时序VaR核估计的一些性质
2.Calculation of Value at Risk in Electricity Market by Extreme Value Theory and Bayes Estimation;基于极值理论和贝叶斯估计的电力市场风险值VaR计算
3.Considering participators risk bias,which is measured by the method ofvalue at risk,the risk constraints in a two-echelon supply chain coordination under buy-back contract is equal to giving the order of an upper bound.在基于回购合同的两级供应链协同中引入参与者的风险态度,风险偏好水平用VaR度量,风险约束相当于赋予订购量一个上限约束。
英文短句/例句
1.A New VaR Method: g-h VaR;一种新型的VaR计算方法:g-hVaR法
2.Method of VaR and measuring securities funds market risk with VaR;VaR及对证券投资基金的VaR测算
3.Empirical Analysis on GARCH-type Models and VaR;GARCH模型与VaR的度量研究
4.The VaR Estimating on Time-varying Copula;基于时变Copula的VaR估计
5.VaR Model Based on Fattailed GARCH;基于fattailed-garch的VaR模型
6.Estimating Value at Risk with the Generalized Kalman Filter基于Generalized Kalman Filter的VaR估计
7.Study on Accuracy of Measuring of Dynamic Extreme VaR and Granger Casuality of VaRs;动态极值VaR测试的准确性及VaR因果关系研究
8.The Comparison between Three Copula-VaR Approaches and Traditional VaR Methods;三种Copula-VaR计算方法与传统VaR方法的比较
9.VaR Models and Application of VaR Technique in Portfolio Risk Management;VaR模型与VaR方法应用于证券市场风险管理的实证研究
10.Bias-corrected Conditional Volatility and Its Application in Estimating VaR: The Example of Normal-VaR;矫偏条件波动及其在VaR估计中的应用——以一般正态VaR估计为例
11.Research on Commercial Bank Risk Management Based on VaR;基于VaR的商业银行风险管理研究
12.Applications of VaR and CVaR in the Portfolio Theory;VaR和CVaR在证券投资组合决策中的应用
13.Some Properties of Kernel Estimation of Value at Risk for ρ-mixing Financial Time Series;ρ-混合金融时序VaR核估计的一些性质
14.Research on Value at Risk in Measuring Financial Market Risk;基于VaR模型的金融市场风险计量研究
15.Estimation and Calculation of VaR and CVaR;VaR和CVaR风险值的估计和计算
16.VaR Algorithm Based on Copula Theory and Its Application;基于连接函数（Copula）理论的VaR算法及应用
17.The Research and Application of VaR and CVaR Based on Stable Distribution;稳定分布下的VaR与CVaR研究及实证
18.Dynamic Optimal Portfolio in a VaR Framework;基于VaR控制下的动态优化投资组合
相关短句/例句
value-at-riskVaR
1.The Realized Volatility and Its Empirical Study on Value-at-Risk;已实现波动率及其在VaR中的实证研究
2.Thevalue-at-risk(VaR) model is a statistical model to estimate and control financial risk,and used to measure the most probable loss on the next deal stage of financial asset portfolio.VaR风险管理技术是一种用来评估和计量金融市场风险的统计学模型和方法,用于测量在概率给定的情况下,金融资产投资组合在下一阶段的最多可能损失。
3)VaR(Value at Risk)VaR
1.VaR(Value at Risk) is one of the mainstream methods about the risk management now.VaR方法是目前国际上风险管理的主流方法之一。
2.This paper reviewed the concept of VaR(Value at Risk) and its calculating method,and pointed out that predicting the volatiedlity rate of market factors is the key to VaR.介绍了VaR的含义及计算方法,指出推测市场因子的波动率是计算的关键。
3.Take the government bonds owned by the commercial bank for example, this paper uses parameter method of VaR(Value at Risk) technique, together with the AR(2)—GARCH(1,1)model, a.本文以商业银行国债资产为研究对象,运用VaR方法中的参数分析法,结合AR(2)-GARCH(1,1)模型,对我国商业银行面临的利率风险进行了实证分析。
4)VAR furnaceVAR炉
1.According to the structural feature ofVAR furnace, the reason why the magnetic fields are generated during VAR melting was discussed, and the distributing law of the magnetic field in melting area was presented.针对VAR炉的结构特点,探讨了真空自耗熔炼过程中磁场产生的原因及其在熔化区域分布的规律;分析了VAR熔炼过程中存在的3种主要磁场,即熔化电流自生的水平磁场、外加的纵向磁场和VAR炉自身及周围铁质结构件产生的杂散磁场,对熔炼过程及铸锭质量的影响。
5)VaR[vɑ:]VaR法
1.The discussion ofVaR application in information security risk assessment;VaR法在信息安全风险评估中的应用探讨
6)VaR(Value at Risk)VaR(ValueatRisk)
延伸阅读
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