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The 5% Value at Risk of a hypothetical profit-and-loss probability density function. Value at risk (VaR) is a measure of the risk of loss of investment/capital.It estimates how much a set of investments might lose (with a given probability), given normal market conditions, in a set time period such as a day.
SVAR may refer to: Vector autoregression#Structural vs. reduced form; National Archives of Sweden This page was last edited on 30 December 2019, at 06:08 (UTC) ...
A VAR with p lags can always be equivalently rewritten as a VAR with only one lag by appropriately redefining the dependent variable. The transformation amounts to stacking the lags of the VAR(p) variable in the new VAR(1) dependent variable and appending identities to complete the precise number of equations.
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Expected shortfall (ES) is a risk measure—a concept used in the field of financial risk measurement to evaluate the market risk or credit risk of a portfolio. The "expected shortfall at q% level" is the expected return on the portfolio in the worst % of cases.
Fisher's exact test is a statistical significance test used in the analysis of contingency tables. [ 1 ] [ 2 ] [ 3 ] Although in practice it is employed when sample sizes are small, it is valid for all sample sizes.
By Leah Douglas and Julie Steenhuysen (Reuters) -California's public health department reported a possible case of bird flu in a child with mild respiratory symptoms on Tuesday, but said there was ...
Test administrators and test takers can view and print out their test results by entering their Test Identification Number on the Versant website. The Versant score report is composed of an Overall score (a weighted combination of the subscores) and four diagnostic subscores: Sentence Mastery (i.e., grammar), Vocabulary, Fluency, and Pronunciation.