...D为黄宗煌等(1999)与澳洲Monash大学CoPS研究中心所共 同研发具有政策模拟(policy simulation)、历史模拟(historical simulation)及 预测(prediction)等多项功能之单国动态CGE模型，为我国目前唯一开发成 功的动态 CGE 模型，在一般均衡的分析架构下，其使用了...
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...文 关键字：VaR；汇率风险；历史模拟法；GARCH；商业银行 [gap=1440]Keywords：VaR, exchange rate, the historical simulation, GARCH, commercial banks ...
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historical simulation method 历史模拟法
Historical Simulation Approach 历史模拟法
Filtered Historical Simulation 滤波历史模拟法
the historical simulation 历史模拟法
Historical Simulation VaR 历史模拟法
historical simulation model 模拟法
This paper selects the historical simulation model and GARCH model as the models of positive research, because the two models are popularly applied and relatively concise.
本文选择了目前应用较广而且较为简洁的历史模拟法和分析方法中的GARCH模型作为实证研究的模型。
参考来源 - 证券投资基金市场风险管理的实证研究·2,447,543篇论文数据，部分数据来源于NoteExpress
以上来源于: WordNet
Through the result based on the realistic status, it turned out that the historical simulation method and the improved historical simulation method can simulate the shipping market properly.
通过测算，在两种市场情况下，分别使用原始的和改进的历史模拟法能较好的对航运市场风险予以模拟。
You can also read through this presentation from Bob Supnik titled SIMH: Forward into the Past for additional information, including how historical systems are understood for simulation.
有关其他信息，您还可以阅读bob Supnik的名为SIMH：回到过去演示文稿，包括任何理解历史系统以便进行仿真。
Based on historical data of Shaanxi natural gas network system, static and dynamic simulation and load forecasting of natural gas system has been researched in this thesis.
本文依据陕西省天然气管网系统的历史数据，对天然气管网系统稳动态仿真和天然气短期负荷预测进行了研究。
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