نتایج جستجو برای: مدلهای arma و garch

تعداد نتایج: 766105  

2009

کچ ی هد هکبش هکبش رگسح یاه رگسح زا یا هنیزه مک و دودمح یژرنا اب ،کچوک یاه دنتسه یا یم شخپ رظن دروم هقطنم رد هک هداد ات دنوش عجم طیمح زا ار ییاه شزادرپ یارب و هدونم یروآ یزکرم هرگ هب ١ دننک لاسرا . م نینچهم ی هب و هداد صیخشت طیمح رد ار یدادخر عوقو دنناوت دنناسرب یزکرم هرگ علاطا . هکبش هنوگنیا ریخا یالهاس رد هنیمز رد اه یاهدربراک فلتمخ یاه هدرک ادیپ یدایز دنا . زا دنترابع اهدربراک نیا هلجم زا...

Journal: :International Journal of Housing Markets and Analysis 2021

Purpose This paper aims to examine real estate price volatility in Hong Kong. Monthly data on housing, offices, retail and factories Kong were analyzed from February 1993 2019 test whether clusters are present the market. Real determinants also investigated. Design/methodology/approach Autoregressive conditional heteroscedasticity–Lagrange multiplier is used clustering effects these four kinds ...

Journal: :BCP business & management 2022

The price of crude oil soared after the outbreak Russia-Ukraine conflict. However, China's stock market, by contrast, continues to fall. This paper studies impact on dynamic China’s market. We build an ARMAX model and ARMA-GARCH analyze whether there are connections between finds that futures rate return is positively correlated with Shenzhen Component index Shanghai return. Also, has a signifi...

2006
Abdel Naser Zaid

Purpose: The aim of this study is to develop bromhexine hydrochloride 1 %w/v oral solution for veterinary use and to evaluate its stability. Methods: Solutions of Bromhexine hydrochloride (1%w/v) were prepared by dissolving bromhexine hydrochloride in benzyl alcohol at 50 °C then alcohol 96 % v/v; Tween 80 and purified water were added. The obtained solution was filled in amber glass bottles, a...

Journal: :BCP business & management 2022

At the beginning of 2020, panic Covid-19 had an excessive impact on global economics and financial market. Based unit root test, this paper exposes newly confirmed cases rate return Ethereum Bitcoin are stationary time series. This further completes VAR model ARMA-GARCH model. The examines effect to Ethereum, scrutinizes fluctuation Ethereum. study found that COVID-19 cryptocurrency earnings wa...

2016

شور و داوم اه : 20 لمکم هورگ ود هب یفداصت روط هب ملاس راکشزرو ریغ درم ) ینس نیگنایم اب 1 / 2 ± 2 / 24 لاس ( امنوراد و ) ینس نیگنایم اب 1 / 2 ± 6 / 23 لاس ( دندش میسقت . یندومزآ دنداد ماجنا ار رپوک ندیود هقیقد هدزاود نومزآ ادتبا هورگ ود ره ياه . ریس لمکم هورگ کی هب سپس ) ياه لوسپک لکش هب 500 یمرگ یلیم ( امنوراد رگید هورگ هب و ) لوسپک ياه 500 یلیم زکولگ یمرگ ( هنآ زا و دش هداد زا سپ دش ...

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