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 paper studied how to apply the theory of extreme value to the VAR method to rise the degree of estimating precise, and made empirical analysis.
论文研究了如何将极值理论与VAR计算方法相结合进行应用以提高计量精度,并对其作了实证分析。
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。
Or commutated the dangerous value deferring the VAR method, the credit risk question of the import and export enterprise in our country also must be much more serious than the above estimate.
或者按照VAR方法计算在险价值的话,我国进出口企业的信用风险问题比上述估计还要严重得多。
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。
Set the download method to Private, and be sure to set the file system path to a location that is not inside the directory /var/www/htdocs.
将下载方法设置为Private,并将文件系统路径设置为不在目录 /var/www/htdocs 中的位置。
The approach in Listing 1 (a revision of Listing 13 from my previous article) generates the get/set method pairs for the var specified.
清单1 中的方法(上一篇文章 中的清单13的修订版)为指定的var生成了get/set方法对。
If a parameter has the var keyword, a public writer method is also generated with the parameter’s name as a prefix, followed by _=.
如果参数有一个var关键字,一个公有的写方法会被自动生成,并且名字为参数名加下划线等号(_=)。
However, SetValueBindingHandler just defines a variable (whatever var is set to; for example, "vb") to the value binding that was passed. Listing 11 shows the code to override the apply method.
但是,SetValueBindingHandler只为所传递的值绑定定义了一个变量(不论var设置为何值;例如,“vb”)。
The results show the method of calculation VaR of GARCH model is effective in risk management of China's stock market.
实证研究表明,GARCH模型的V aR计算方法对我国股市风险的管理有较好的效果。
The nonlinear robust control method is adopted in advanced static VAR generator (ASVG) control.
将非线性鲁棒控制方法用于先进的静止无功发生器(ASVG)的控制。
The activity of polyphenol oxidase (PPO) inlactuca sativa var. angustata was analyzed using heat treatment method to control its enzymatic browning.
研究了热处理法钝化苔干多酚氧化酶(PPO)活性,从而控制酶促褐变的工艺条件及效果。
A new method of accurately setting reference values of power factor in the control of static var compensation (SVC) is introduced.
介绍了一种在静止无功功率补偿(SVC)控制中精确跟踪功率因数参据量的方法。
This paper proposes a method for Var compensation by use a device of thyristor switch series transformer to change the capacitor voltage.
提出一种用晶闸管开关装置串联变压器来改变电容端电压以调节无功的补偿方法。
Basing on the var model, we use the impulse response function and variance decomposition method to analyzed the dynamic effect of the change of GDP and income on the housing price.
本文通过建立VAR模型,通过脉冲响应函数与方差分解的方法,研究了GDP与居民可支配收入变化冲击对房地产价格的动态影响。
Objective To obtain and develop an HPLC method for the determination of the content of adenosine in the bulbule, stem, leaf, flower of Boussingaultia gracilis Miers var.
目的建立测定藤三七不同部位包括珠芽、茎、叶、花中腺苷含量的方法,为该药材的质量控制提供依据。
In this paper a method for optimizing VAR synthetical benefits in local power systems is presented.
本文提出一种地区电力系统无功综合效益优化方法。
Why does this DI code declare a method-scope var and then assign it to a static, class-level object?
为什么这二代码声明一个方法范围变量并将其分配给一个静态的,类级别的对象?
Components of volatile oil in differently processed products of Vitex trifolia var. simplicifolia Cham. were analysed with GC-MS-computer method.
采用GC-MS计算机联用仪,对蔓荆子不同炮制品的挥发油进行了分析研究。
Qualified DNA could be obtained from Litsea coreana var. lanuginose by means of the improved SDS method. The DNAs are qualified for RAPD analysis.
结果表明,采用改良SDS法从毛豹皮樟的老、幼叶片中都能提取到高质量的DNA,可以用于RAPD分析;
Chapter 3 improves the calculating method of VAR model. It introduces importantly the random searching delta-normal method and the improvement the Monte Carlo simulation method.
第三章对VAR模型的计算方法进行了改进,重点介绍了随机搜索化的德尔塔正态方法和蒙特卡罗模拟法的改进;
The var SEC sweep molding method, a universal 3-d design method for disc CAM is presented.
提出一种盘形凸轮三维通用设计方法—可变截面扫描成型法。
Thirdly, this paper introduces academic base used in this equipment , mainly are instantaneous Var power theory and Special Vector Method for generating pulse used springing IGBT;
然后是三相四线制无功补偿发生器的理论基础(主要是瞬时无功功率理论和IGBT脉冲产生的空间矢量法);
Thirdly, this paper introduces academic base used in this equipment , mainly are instantaneous Var power theory and Special Vector Method for generating pulse used springing IGBT;
然后是三相四线制无功补偿发生器的理论基础(主要是瞬时无功功率理论和IGBT脉冲产生的空间矢量法);
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