1) value at risk
VaR
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 of value 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。
2) value-at-risk
VaR
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.
The value-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 furnace
VAR炉
1.
According to the structural feature of VAR 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 of VaR 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)
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分子式:
CAS号:
性质:苦、酸、涩,微寒。主要含地榆糖苷I、地榆糖苷Ⅱ、白桦脂酸、山香醇酸糖苷R1、没食子酸、没食子酰葡萄糖、地榆皂素等。具有凉血止血,解毒敛疮,增强烧、烫伤及伤口的愈合,抗病原微生物,抗炎,增强免疫功能,止泻,抗溃疡,保肝,镇吐,抑制中枢神经系统,抗氧化等作用。用于便血,痔血,血痢,崩漏,水火烫伤,痈肿疮毒等症。配伍:与无加配伍可“填精补髓,延年益寿”。毒副作用:四肢无力,呼吸困难,抽搐。
CAS号:
性质:苦、酸、涩,微寒。主要含地榆糖苷I、地榆糖苷Ⅱ、白桦脂酸、山香醇酸糖苷R1、没食子酸、没食子酰葡萄糖、地榆皂素等。具有凉血止血,解毒敛疮,增强烧、烫伤及伤口的愈合,抗病原微生物,抗炎,增强免疫功能,止泻,抗溃疡,保肝,镇吐,抑制中枢神经系统,抗氧化等作用。用于便血,痔血,血痢,崩漏,水火烫伤,痈肿疮毒等症。配伍:与无加配伍可“填精补髓,延年益寿”。毒副作用:四肢无力,呼吸困难,抽搐。
说明:补充资料仅用于学习参考,请勿用于其它任何用途。
参考词条