نتایج جستجو برای: روش garch in mean
تعداد نتایج: 17367761 فیلتر نتایج به سال:
the purpose of the research is to examine if integrating cooperative learning into vocabulary learning helps to increase word recognition of students in an elementary school in iran. it tries to investigate whether cooperative learning approach enables students to improve their language learning. this research used stad (students team achievement division) as a cooperative model in this study. ...
the current study examined iranian undergraduate efl students’ willingness to communicate with regard to their vocabulary knowledge. in general, participants were somewhat willing to communicate in english. the total mean score of 730 university students’ perception of willing to communicate was 83.53 out of 135. results, regarding four parts of willingness to communicate, revealed that part...
risk prediction plays an increasing role in financial risk management. this study aims to investigate existence of asymmetry and long memory volatility in tehran stock exchange index daily data over period of 1998-2006. 1467 daily index returns are used for volatility modeling via garch (long & short memory) processes for both normal and t-student innovations. the specification and forecasting ...
Since ARCH and GARCH models are presented, more and more authors are interested in the study of volatilities in financial markets with GARCH models. Method for estimating the coefficients of GARCH models is mainly the maximum likelihood estimation. Now we consider another method—MCMC method to substitute for maximum likelihood estimation method. Then we compare three GARCH models based on it. M...
Bridges are an essential part of the ground transportation system. Health monitoring is fundamentally important for the safety and service life of bridges. A large amount of structural information is obtained from various sensors using sensing technology, and the data processing has become a challenging issue. To improve the prediction accuracy of bridge structure deformation based on data mini...
agricultural activities are risky activities. in these activities, various natural, social and economic risks have created fragile and vulnerable situation for producers. price risk in agricultural products has caused financial problems for many producers and farmers. to deal with these price risks and price fluctuations, there are varieties of tools. this paper focused on futures markets instr...
Aims: To model the concentration variation of PM2.5 and PM10 in selected locations Delhi.
 Study Design: ARFIMA-GARCH model.
 Place Duration Study: The study was conducted by using daily (24 hour interval) data from three air quality monitoring stations Delhi namely, Narela, Okhla Phase II Pusa.
 Methodology: ARFIMA is applied as mean GARCH variance Results: series are stationary...
Inflation, growth and real and nominal uncertainty: some bivariate Garch-in-Mean evidence for Brazil
This paper used different copula-based GARCH models (Copula-GARCH model and Copula-GJR-GARCH model) to analyze the dependence structure among gold price, stock price index of gold mining companies and Shanghai Composite Index in China. The empirical results found that the suitable margins were skew-t distribution, and the GJR-GARCH marginal distribution had better explanatory ability than the G...
the current thesis is composed in five chapters in the following fashion: chapter two encompasses the applied framework of the project in details; the methodology of carl gustav jung to explain the process of individuation, the major archetypes and their attributes and his techniques to assess the mind’s strata are all explained. moreover, the austrian psychoanalysts, heinz kohut’s models of a...
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