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1 vector autoregression
Englisch-Deutsch Fachwörterbuch der Wirtschaft > vector autoregression
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2 VAR
VAR, VaR (Abk. für 1. value-at-risk, 2. value-added reseller, 3. vector autoregression) 1. BANK, FIN, STOCK Risikopotenzial n, Value-at-Risk m, Risikowert m (potential amount of value that can be lost/gained from changes in the price; Risikokennziffer zur Quantifizierung von Markt- und Preisrisiken von Kassa- oder derivativen Finanzinstrumenten: Verlust, der mit einem Konfidenzniveau/confidence level von 99 % Wahrscheinlichkeit nicht überschritten wird; synonymous: earnings at risk); 2. COMP Mehrwertdienstleister m, Wiederverkäufer m mit Mehrwertleistungen; 3. STAT Vektorautoregression f (statistics)
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