查询词典 Var

The application of VaR to stock investment in China is illustrated with an example.

在算例分析的基础上，对VaR方法在我国股票投资中的应用进行了初步探讨。

Since VaR method is absent of general subadditivity and description to tail information, a new risk measure framework is proposed in recent years, it is coherent risk measure.

由于VaR不具有普遍的次可加性和缺乏对尾部信息的描述，近几年来，学术界提出了新的风险度量框架——一致性风险度量，并在这种框架下，发展了多种风险度量技术，谱风险测度便是其中之一。

However, on condition of heavy-tailed distributions, VaR dissatisfies convexity and subadditivity, and cant measure market risk validly.

然而，在厚尾分布条件下，目前最常用的市场风险管理模型VaR不满足凸性和次可加性，不能有效地度量市场风险。

Basically, the contents of this paper are organized as follows: Firstly, it is interpreted that the technical identifications of higher education and economic growth and the relative theories such as human capital and new economic growth, which can make theatric basis for the further empirical study. After that, the paper is to construct a couple of index systems to depict higher education development and economic growth respectively. At the end of this paper, it will adopt the dynamic econometric models such as Granger causality test, co-integration test, VAR and VECM model, to evaluate the co-relations between the two systems. According to the empirical study, the paper comes to the conclusions as follows:(1) There really exists one-way causality between the economic growth and the higher education, i.e.

本文内容基本安排如下：首先本文阐述经济增长和高等教育发展的内涵及其相关的理论，为本文的实证研究奠定理论基础；然后构建高等教育发展和经济增长两个指标体系，以描述高等教育发展和经济增长两个多因素相互作用的复杂过程；最后本文以1978-2003年的时间序列数据为数据资源，运用Granger 因果检验、协整检验、VAR 模型以其向量误差纠正模型VECM 等动态经济计量模型进行实证分析。

If Wn is an unbiased estimator ofθand Var → 0 as n→∞, then plim=θ.

如果一个θ的无偏估计量Wn的方差， Var → 0 as n→∞，则， Wn是θ的一致估计量。

In the second chapter, we introduce utility theory, mean-variance model, VAR method, rate of return.

第二章首先介绍了效用理论、由Markowitz提出的均值—方差模型、VAR风险管理方法、收益率分布问题，在Markowitz的均值—方差模型的基础上，重新定义了证券收益的风险，提出了一个新的用于资产配置的模型，这主要是为了实现规避风险进行分散化投资。

Finally,to further explore the development prospects of the VaR approach in China.

最后，进一步探讨了VaR方法在我国的发展前景。

In Chapter 1, we introduce the background and the concepts of VaR, CVaR and genetic algorithms.

第一章介绍了本文的研究背景，VaR、CVaR和遗传算法的研究概况。

The theme of this paper is the market risks management of commercial banks via VaR approach.

本文的主题是论 VaR方法在商业银行市场风险管理中的应用。

But there are still some parts which need to more research in VaR.

但现在的关于VaR度量的研究还有待于进一步深入。

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