the value at r**k (denoted var to d**tingu**h it from var, the abbreviation for vari-ance) ** the loss corresponding to a very low percentile of the entire return d**tribution,for example, the 5th or 1st percentile return. var ** actually written into regulationof banks and closely watched by r**k managers. it ** another name for quantile of ad**tribution. the quantile, q, of a d**tribution ** the value below which lies q% of thepossible values. thus the median ** q= 50th quantile. practitioners commonly estimatethe 5% var, meaning that 95% of returns will exceed the var, and 5% will be worse.therefore, the 5% var may be viewed as the best rate of return out of the 5% worst-case future scenarios.(来自博迪投资学第十版) 20210311
mean dependent var表示被2113解释变量的均值。5261s.d dependent var 表示被解释变量的标准差=the root of[tss/(n-1)]。第一,4102单方程模型、非线性动态模型、诊断与1653识别检验的小样本性质等方面的研究将会愈来愈受到计量经济学家们的重视。第二,随着计算机技术的突飞猛进,现代模拟...
value英 [ˈvælju:] 美 [ˈvælju] n.价值,价格;意义义;重要性;(邮票面值vt.评价;,看重;估价,定价第三人称单数: values 复数: values 现在分词: valuing 过去式: valued 过去分词: valued1、the value of th** work experience should not be underestimated 这种工作...