与 «VÂR'ÂRE»相关的罗马尼亚语书籍
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vâr'âre的用法。与
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1
What are the Chances and Limitations of Value-at-risk ...
The risk and return framework is generally accepted and discussed by scientists, at least since Markowitz introduced his Portfolio Theory in 1952.
Alexander Linn, Dennis Röhrig,
2006
2
Statistics for Environmental Science and Management, ... - Pagina 30
Estimates of the variance and standard error are Vâr(ty) = N2 Vâr(y) (2.12) and SÊ(ty) = NSÊ(y) (2.13) In addition, an approximate 100(1 − α)% confidence interval for the true population total can also be calculated in essentially the same ...
3
Regional Financial Spillovers Across Europe:A Global VAR ... - Pagina 9
First, the model is dynamically stable: the moduli of the 108 eigenvalues of the F matrix in (13) are all on or within the unit ... The VAR residuals are obtained from the estimation of country-VECM models, containing solely domestic variables.
Alessandro Galesi, Silvia Sgherri,
2009
4
Topics in Structural VAR Econometrics - Pagina 10
Calling 20 the resulting prior variance covariance matrix, the mixed estimator defined by expression (1.1) can be implemented" yielding VAR parameter estimates which are generally more efficient than the usual OLS estimates The ...
Gianni Amisano, Carlo Giannini,
2012
5
Enterprise Risk Management: From Incentives to Controls - Pagina 116
The primary advantage of parametric VaR is that it can be calculated quickly and is computationally simple, and is thus useful when analyzing portfolios with many different assets and risk factors. However, it assumes that asset returns are ...
6
On the Heterogeneity Bias of Pooled Estimators in ... - Pagina 18
Higher persistence, induces stronger autocoirelation in the error term, and hence a larger bias. However, since we have assumed that all VAR systems are stationary, above a certain level of persistence, the scope for heterogeneity decreases.
Mr. Alessandro Rebucci,
2003
7
Comparative Macroeconomic Dynamics in the Arab World - A ...
"a major methodological approach to econometrics," whereas Cooley and LeRoy (1985) conclude that the VAR approach "is based on incorrect analysis" and that "VAR models are not useful for analyzing interventions either in parameters or ...
8
A VAR Analysis of Kenya's Monetary Policy Transmission ...
The VAR models are estimated in levels using monthly data between 1997 and 2005. Given the short sample, this paper will not consider an explicit analysis of the long-run behavior of the economy. By estimating the VAR in levels, implicit ...
9
Uinta Basin flora - Pagina 233
lonchophyllum and E_. corymbosum var. hylophilum with involucres the size of the former and flowering stems and branches of the inflorescence tomentose as in the latter. With var. saurinum, the above 2 taxa form a complex that are hardly ...
Sherel Goodrich, Elizabeth Neese, United States. Forest Service. Intermountain Region,
1986
10
Vara de neuitat. Plaja
Roman al descoperirii orașului și societății, Vara de neuitat are în centru povestea inocenței pierdute a unei orfane, Ginia, o adolescentă de aproape 17 ani care locuiește cu fratele ei, Severino, și lucrează într-un atelier de ...