查询词典 Var

Ect of VaRforecast combination, set up the relation between diversification e?ect of VaR fore-cast combination and diversification e?ect of forecast combination under square loss.

借助于蒙特卡罗模拟技术，发现了风险值组合预测分散化效应的特殊性，建立了其与平方损失函数下组合预测分散化效应的联系。

Corolla limb 1.2-1.8 mm wide; nutlets with abaxial aperture

花冠瓣片1.2-1.8毫米宽；有背轴孔的小坚果 29c var。

Re-sults:it was shown that Nano MgO had excellent germicidal efficacy to the Escherichia coli and Staphylococcus aureus.To such spore as Bacillus subtilis var.niger spore,Nano MgO also produced good germicidal effect.It was proposed that abrasiveness,alka-linity,electrostatic attraction,and oxidizing power of nano MgO all combined to promote these biocidal properties.

结果： ①纳米氧化镁能有效杀灭大肠杆菌，对枯草杆菌黑色变种芽孢也有显著的杀灭效果；②纳米氧化镁对金黄色葡萄球菌和枯草杆菌黑色变种芽孢有很好的抑菌作用；③纳米氧化物的磨蚀性、碱性、氧化性以及对微生物的静电吸附使它具有抑菌和杀菌作用。

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。

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。

Firstly, the EWMA model is simple, but if using this model to deal with data which has fat-tailed character it may underestimate the risk.

然后我们使用仿真交易数据对几种VaR模型进行测试，结果显示：一、EWMA模型虽然简单方便，但由于其假设收益率服从正态分布，对于具有尖峰厚尾特征的收益率序列，该模型存在低估风险的可能。

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。

For a big chunk of credit-card losses; the number of filings (and thus charge-off rates) would be rising again, whether

年美国个人破产法的一个改动使得破产登记急速下降，而后引起了信用卡大规模的亏损。

Eph. 4:23 And that you be renewed in the spirit of your mind

弗四23 而在你们心思的灵里得以更新