It related-the necessity of adopting VAR models to measure the financial market risk in our country.
论述了在我国采用VAR模型计量金融市场风险的必要性和可行性。
The empirical study on index of Shanghai security market shows it's reasonable and necessary to incorporate event risk to VaR models.
通过对上海指数的实证研究表明,资产的事件风险是不可忽略的,考虑事件风险的在险价值更加合理。
Mr Sargent's structural models could guide assumptions in Mr Sims's VAR equations.
撒金特先生的模型结构可以指导西马斯先生VAR等式中的假设。
And then this thesis summarized the parameter estimation methods of the quantile regression models including Bayesian analysis, and introduced the calculation and evaluation methods of VaR in detail.
然后总结了分位回归模型的参数估计方法和贝叶斯理论分析,并详细归纳了风险价值的计算方法、评价方法。
In this paper, test results on dynamic models of static var compensators as chief means to control the node-voltages and reactive power flows in power systems are described.
文中概述了利用静止无功补偿器作为电力系统无功补偿及电压控制的主要手段在动态模型上的试验研究结果。
The CAR(Constant Allometric Ratio) and VAR(Variable Allometric Ratio) models were two basic biomass models most widely used in research and applications.
CAR模型和VAR模型是生物量模型研究与应用中最为常用的基本形式。
Angry at being reined in by its powerful risk managers, traders dubbed them the "VAR police", a reference to the value-at-risk models they used to measure how much was on the line.
交易部门对于被权力大的风险管理部门控制很生气,它们给它们起了绰号“风险估价警察”。风险估价模式是他们用以测量有多少资产处于风险中的模型。
Based on the dynamic phasor models of TCR, the dynamic phasor model for static VAR compensator (SVC) and that for thyristor controlled series capacitor (TCSC) are put forward.
基于TCR的动态相量模型提出了静止无功补偿器和晶闸管控制串联电容器的动态相量模型。
Then based on the TCR dynamic phasor model, static VAR compensator (SVC) and thyristor-controlled series capacitor (TCSC) dynamic phasor models are implemented to valuate the TCR model.
并通过静止无功补偿器(SVC)和可控串补(TCSC)动态相量模型仿真验证了TCR模型的有效性。
Then based on the TCR dynamic phasor model, static VAR compensator (SVC) and thyristor-controlled series capacitor (TCSC) dynamic phasor models are implemented to valuate the TCR model.
并通过静止无功补偿器(SVC)和可控串补(TCSC)动态相量模型仿真验证了TCR模型的有效性。
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