It adopts the var method to get the co-integrated equation, and discusses the dynamic process with the techniques such as VECM, impulse response and variance decomposition.
具体的实证方法是采用VAR方法，在得出协整方程下，再进一步采用误差修正、脉冲响应、方差分解等技术来探讨汇率的动态变化过程。
VaR method based on event risk is investigated in this paper, and empirical study on the index of Shanghai security market is made.
本文讨论了考虑事件风险的资产的在险价值方法，并以此对上海股票指数作了实证研究。
The VAR method is the main one which should be adopted by commercial banks in order to control market risk. While the monitoring institutions should focus on the prevention of risk infection.
VAR方法是商业银行控制市场风险应当采用的主要方法，而防止风险传染是监管机构的监管重点。
The VAR method is the main one which should be adopted by commercial banks in order to control market risk. While the monitoring institutions should focus on the prevention of risk infection.
VAR方法是商业银行控制市场风险应当采用的主要方法，而防止风险传染是监管机构的监管重点。
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