1)Static VaR静态VaR
2)dynamic VaR动态VaR
1.Because the financial time series have the characteristics of multi-distribution and "long memory",this article discussed the problem of dynamic VaR calculation of the FIGARCH model based on the situation of the skew student-t distribution.针对金融时间序列多是有偏分布和"长记忆性"的特征,讨论偏态t分布下分数维GARCH模型的动态VaR测算问题。
英文短句/例句
1.Calculation of Dynamic VaR Based on the Skew Student-t Distribution of FIGARCH Model偏态t分布下FIGARCH模型的动态VaR计算
2.Dynamic VaR Risk Measures Based on EVT-BM-FIGARCH;基于EVT-BM-FIGARCH的动态VaR风险测度
3.Application of GARCH-EVT Model in Dynamic VaR;GARCH-EVT模型在动态VaR中的应用
4.Dynamic VaR Model Based on Power Law Distribution and Empirical Research基于幂律型分布的动态VaR模型及实证研究
5.Study on Accuracy of Measuring of Dynamic Extreme VaR and Granger Casuality of VaRs;动态极值VaR测试的准确性及VaR因果关系研究
6.Dynamic Optimal Portfolio in a VaR Framework;基于VaR控制下的动态优化投资组合
7.Mean-VaR and Dynamic Portfolio Models Analysis;均值-VaR与动态投资组合模型分析
8.Measuring VaR and ES of Stock Market;股市风险VaR与ES的动态度量与分析
9.Estimation and Applications of VaR Based on Dynamic Copula基于动态Copula函数的VaR估计及其应用
10.Bias-corrected Conditional Volatility and Its Application in Estimating VaR: The Example of Normal-VaR;矫偏条件波动及其在VaR估计中的应用——以一般正态VaR估计为例
11.Using Compound Extreme Value Theory to Evaluate Dynamic LaVaR;应用复合极值理论估计动态流动性调整VaR
12.Real Estate Price Dynamics:Granger Causality and VAR Analysis;房价上涨的动态Granger因果检验和结构式VAR分析
13.ANALYSIS ON THE RELATIONSHIP BETWEEN HOUSING PRICE AND LAND PRICE IN CHINA BY VAR MODEL基于VAR模型的我国房价与地价动态计量分析
14.Analysis on Dynamic Relationship of Four Agricultural Sectors on the Basis of VAR Model--A Case Study of Hubei Province;基于VAR模型的农业各业动态关系分析——以湖北省为例
15.FDI and Chinese Economic Growth: Dynamic Effect Analysis Based on VAR Model;外国直接投资与我国经济增长:基于VAR模型的动态效应分析
16.Research on Dynamic Relationship between International Trade and FDI;国际贸易与FDI的动态关系研究——基于跨国公司数据的VAR分析
17.Empirical Study of the Dynamic Relation between Price and Trading Volume in Shanghai s Stock Market with the Help of VAR Model;基于VAR模型的上海股市价量动态关系的实证研究
18.The Dynamic Analysis on the FDI s Time Lag Effect under the Framework of VAR Model;VAR模型框架下外商直接投资时滞效应的动态分析
相关短句/例句
dynamic VaR动态VaR
1.Because the financial time series have the characteristics of multi-distribution and "long memory",this article discussed the problem of dynamic VaR calculation of the FIGARCH model based on the situation of the skew student-t distribution.针对金融时间序列多是有偏分布和"长记忆性"的特征,讨论偏态t分布下分数维GARCH模型的动态VaR测算问题。
3)value at riskVaR
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。
4)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。
5)value-at-riskVaR
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。
6)Ternary Variate Normal Copula-VaR三元正态Copula-VaR
延伸阅读
动态①（事情）变化发展的情况：科技～ㄧ从这些图片里可以看出我国建设的～。②艺术形象表现出的活动神态：画中人物，～各异，栩栩如生。③运动变化状态的或从运动变化状态考察的：～工作点ㄧ～电流ㄧ～分析。
