查询词典 Var

Shelled conches;conch fleshA variety of melon(Cucumis melo var.reticulatus)having a tan rind with netlike ridges and a sweet,fragrant orange flesh .

罗马甜瓜，香瓜一种甜瓜，瓜皮呈黄棕色，上有网状隆起，其果肉呈桔黄色甜美芳香

This paper not only describes different calculations of VaR, but also introduces the principles and application of copulas.

本论文不仅综述了在险价值的计算方法，而且还对&连接函数&的理论原理和应用发展进行了较为全面的概述。

We used three different Copulas to model financial time series in empirical research and compute the VaR of portfolios.

我们选取了三种具有代表性的Copula函数对金融时间序列建模，以描述不同金融数据间的相依关系，并将其应用于证券市场的风险度量，进行Monte Carlo模拟计算投资组合的VaR。

In this paper, we compute the futures portfolio' VaR by using copulas, and obtained a lot of valuable results under different distributions of assets return.

论文应用连接函数对具体实际的期货投资组合VaR进行了计算研究，得到了不同资产收益分布下投资组合VaR的许多有价值的计算结果。

Due to the disadvantage of time lag, so we try to apply time series and copulas jointly to calculate the portfolio's VaR.

但是单纯运用连接函数求解在险价值的方法仍然存在时效性不足的缺点。

The following exciting results are derived: 1 When considering the influence of some nonlinear elements such as hard-limit of exciters, the effects of some devices such as Power System Stabilizer, Unified Power Flow Controller and Static Var Compensator as well as using real parameter values of power systems in simulation , the SNB surface and the HB surface on the boundary of small signal stability region will turn close to each other and even coalesce together; 2 Under some conditions, coupling between slow exciters and shunt capacitors will bring negative damping in power system dynamics, which increases the possibility of oscillatory instability, so that a power system with mass shunt compensators is easily subjected to the oscillatory instability.

同时发现：1 系统中的慢速励磁，在某些情况下会与并联补偿电容器组产生负阻尼现象而显著降低系统的动态性能，大大增加系统出现振荡失稳的可能性；2 在采用较多并联电容器组补偿的电力系统中，更容易出现振荡型失稳。

The following exciting results are revealed: 1 When considering the influence of some nonlinear elements such as hard-limit of exciters, the effects of some devices such as Power System Stabilizer and Static Var Compensator which can introduce positive damping in power system, the reasonability of system parameter values in simulation, the SNB surface and HB surface on the boundary of SSSR will turn close to each other and even coalesce together; 2 Under some conditions, coupling between slow exciters and shunt capacitors will bring negative damping in power system dynamics, which increases the possibility of oscillatory instability. So the power system with mass shunt compensators is easily subjected to the oscillatory instability. In recent years, chaotic phenomena of power system have been reported many times. Some simulation studies even found chaos existing inside the power system SSSR. In this dissertation, chaotic phenomena in power systems are thoroughly studied in order to make clear the relation of chaos and SSSR. The following results are derived: 1 Based on Li-Yorke Theorem and their definition on the chaos, the existence of chaos in power system is verified; 2 Three possible routes of causing chaos in power system are found and deeply investigated. They are route of cascading period doubling, route of directly initial energizing and route of torus bifurcation (or quasi-periodicity). The latter two routes are investigated for the first time in power system stability studies; 3 When the stability conditions of chaos are broken, it is found they can lead to voltage collapse, angle divergence, or voltage collapse with angle divergence simultaneously.

针对在电力系统小扰动稳定区域内可能存在混沌吸引域的有关报道，本文深入研究了电力系统混沌现象的出现途径和与系统失稳模式之间的关系：1利用Li-Yorke定理和Li-Yorke的混沌定义，从理论上证明了电力系统混沌现象的存在性；2发现了电力系统中导致混沌出现的三种可能途径：倍周期分岔导致混沌、初始能量直接激发混沌和经由环面分岔导致混沌，并对后两种新发现的途径进行了较为细致的研究；3发现了混沌极限环破裂导致电压崩溃、角度失稳以及电压崩溃和角度失稳同时出现的现象，其中混沌极限环破裂导致系统角度失稳和电压崩溃及角度失稳同时出现的现象均属首次报道；4证明由微分-代数方程描述的系统模型，其小扰动稳定域的边界只包含HB、SNB和SIB三种分岔界面，在SSSR的内部和边界上，均不可能存在会导致混沌的点，从而将混沌现象排除在小扰动稳定域的研究之外，简化了后者的研究工作。

P. Morgan and general econometrics model can not capture the behaviors of this kind of fat-tailed distribution effectively, so the VaR estimations should be adjusted upward.

而实证上，J。 P。 Morgan所提出的RiskMetrics模型无法有效捕捉此种分配不对称与宽尾的特性，使得VaR有向上调整的必要。

While most people realise it is hard to calculate VAR using internal data alone (because of the small sample size), many are unaware that because op risk is characterised by fat-tailed distributions, even the expected loss cannot be estimated using just internal loss data.

虽然大多数人认识到单单使用内部数据很算计算出风险值，可很多人没认识到这一点：因为操作风险的特征是厚尾分布，要是单单使用内部损失数据，连预期损失都无法估计出来。

All aboved provided the base theory forcultivation and breeding of Rosa chinensis var floribunda.

试验结果表明：(1)在高温胁迫下，丰花月季品种曼海母和埃。

The witness also told the jury at the Royal Courts of Justice in London that he saw a paparazzo fighting with a member of the public who was trying to stop him taking pictures in the minutes before the emergency services arrived.

他还告诉在伦敦皇家法庭的陪审团，在急救服务到来之前，他当时看见一个狗仔队正和一群阻止他拍照的人打架。

The entire N／C program on a tape is made up of an accumulation of these successive data blocks.

纸带上的整个数控程序由这些连续数据单元连接而成。