نتایج جستجو برای: الگوی var mgarch
تعداد نتایج: 69794 فیلتر نتایج به سال:
The asymmetric price volatility transmission issue in agricultural supply chains has been ignored the previous literature. This paper applies an asymmetrical MGARCH-BEKK model to investigate with application Chinese pork market. Additionally, we use Zivot–Andrews unit root test a structural break examine whether piglet, hog, and prices have breaks. results show that pork’s market breakpoint 200...
با توجه به اهمیت بخش کشاورزی در اقتصاد ایران، توسعه¬ی این بخش، نیاز ضروری توسعه¬ی اقتصادی کشور است. هدف از مطالعه¬ی حاضر، بررسی اثر نوسانات نرخ ارز حقیقی بر بهره وری کل عوامل عوامل بخش کشاورزی ایران طی دوره 1390-1371 است. بدین منظور ابتدا شاخص نوسانات نرخ ارز حقیقی، با استفاده از الگوی واریانس ناهمسانی شرطی اتورگرسیو تعمیم یافته محاسبه گردید. سپس اثر نوسانات نرخ ارز بر بهره وری کل عوامل بخش کشا...
Some Angelica species are used for medicinal purposes. In particular, the roots of Angelica acutiloba var. acutiloba and A. acutiloba var. sugiyamae, known as “Toki” and “Hokkai Toki”, respectively, are used as important medicinal materials in traditional Japanese medicine. However, since these varieties have recently outcrossed with each other, it is difficult to determine whether the Japanese...
Event risk is the risk that a portfolio’s value can be affected by large jumps in market prices. Event risk is synonymous with “fat tails” or “jump risk”. Event risk is one component of “specific risk,” defined by bank supervisors as the component of market risk not driven by market-wide shocks. Standard Value-at-Risk (VaR) models used by banks to measure market risk do not do a good job of cap...
Plants of Juniperus communis L. var. communis, J. c. var. depressa Pursh, J. c. var. jackii Rehdr, J. c. var. saxatilis Pall. were sampled and SNPs from nrDNA were examined. Based on these data and previous data, a new variety of J. communis is recognized: Juniperus communis var. charlottensis R. P. Adams, var. nov. It occurs in muskeg bogs on Queen Charlotte Island, British Columbia and in the...
The var genes of Plasmodium falciparum code for the antigenically variant erythrocyte membrane proteins 1 (PfEMP1), a major factor for cytoadherence and immune escape of the parasite. Herein, we analyzed the var gene transcript turnover in two ongoing, non-symptomatic infections at sequential time points during two weeks. The number of different circulating genomes was estimated by microsatelli...
We analyze a fixed-point algorithm for reinforcement learning (RL) of optimal portfolio mean-variance preferences in the setting multivariate generalized autoregressive conditional-heteroskedasticity (MGARCH) with small penalty on trading. A numerical solution is obtained using neural network (NN) architecture within recursive RL loop. theorem proves that NN approximation error has big-oh bound...
The var gene family of Plasmodium falciparum encodes the variant surface antigen Plasmodium falciparum erythrocyte membrane protein 1 (PfEMP1). PfEMP1 is considered an important pathogenicity factor in P. falciparum infection because it mediates cytoadherence to host cell endothelial receptors. var genes can be grouped into three major groups, A, B, and C, and the conserved var genes, var1-4, a...
The Plasmodium falciparum variant erythrocyte surface antigens known as PfEMP1, encoded by the var gene family, are thought to play a crucial role in malaria pathogenesis because they mediate adhesion to host cells and immuno-modulation. Var genes have been divided into three major groups (A, B and C) and two intermediate groups (B/A and B/C) on the basis of their genomic location and upstream ...
The Plasmodium falciparum genome is equipped with several subtelomeric gene families that are implicated in parasite virulence and immune evasion. Members of these families are uniformly positioned within heterochromatic domains and are thus subject to variegated expression. The best-studied example is that of the var family encoding the major parasite virulence factor P. falciparum erythrocyte...
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