نتایج جستجو برای: several pricing models in two

تعداد نتایج: 17341135  

Journal: Iranian Economic Review 2020

F orecasting the volatility of a financial asset has wide implications in finance. Conditional variance extracted from the GARCH framework could be a suitable proxy of financial asset volatility. Option pricing, portfolio optimization, and risk management are examples of implications of conditional variance forecasting. One of the most recent methods of volatility forecasting is Real...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سیستان و بلوچستان - دانشکده مهندسی برق و کامپیوتر 1391

this thesis is presented 10 ghz voltage controlled ring oscillator for high speed application. the voltage controlled ring oscillator was designed and fabricated in 0.13یm cmos technology. the oscillator is 7-stages ring oscillator with one inverter replaced by nand-gate for shutting down in the ring oscillator during idle mode. tri-state inverter was used to control of 126 bit vector in ri...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه لرستان - دانشکده ادبیات و زبانهای خارجی 1393

rested on sociocultural theory (sct), this study attempted to examine the effect of written corrective feedback (wcf) followed by producing written languaging on developing writing accuracy over new tasks. to this aim, two intact iranian efl classes at the low-intermediate level were randomly assigned to two experimental groups: direct (n = 25) and indirect (n = 25). both groups wrote on a numb...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شهید چمران اهواز - دانشکده ادبیات و علوم انسانی 1389

methodology non-native participants in this study were sixty ba students majoring in english literature and teaching english as a foreign language at khayyam university of mashhad. they were senior students, between 21 to 24 years old, who had studied english for at least three and a half years and had passed several courses including grammar, reading, conversation, and writing. this was assum...

Journal: :The Journal of Hospitality Financial Management 1997

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه پیام نور - دانشگاه پیام نور استان تهران - دانشکده زبانهای خارجی 1388

this study investigated the potential role of age in inductive and deductive grammar learning among iranian foreign language learners. the experimental population consisted of our randomly selected samples including two groups of children (with age of exposure to english within 8-13), and two groups of adults (with age of exposure to english within 11-13). thus, the comparison was between ch...

پایان نامه :دانشگاه تربیت معلم - سبزوار - دانشکده ادبیات و زبانهای خارجی 1390

this study investigated the effects of planning on second-language written production with regard to task type. the participants were 75 iranian learners of english as a foreign language attending a private foreign language institution. they were asked to complete two different types of writing tasks (expository writing task and argumentative writing task) in different planned conditions (indiv...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شیخ بهایی - دانشکده زبانهای خارجی 1392

the present study sought to investigate the role of dynamic assessment (da) in improvement of iranian efl writing performance at different language proficiency levels. to this end, after conducting the quick placement test, 60 iranian efl learners were assigned to two groups with different language proficiency levels. in both groups each participant wrote two compositions, one before and one af...

2012
Rasa Karapandza Jose M. Marin

In this paper we introduce a new methodology to test market efficiency and to assess the performance of the most widely accepted asset pricing models. We use this methodology to test the semi-strong form of market efficiency in the context of publicly available accounting information. Instead of testing for a single accounting-based firm characteristic that can generate abnormal excess returns ...

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