High-frequency realized variance approaches offer great promise for estimating asset prices’ covariation, but encounter difficulties connected to the Epps effect. This paper models the Epps effect in a stochastic volatility setting. It adds dependent noise to a factor representation of prices. The noise both offsets covariation and describes plausible lags in information transmission. Non-synch...

Mohammad Yaghoub Abdollahzadeh Jamalabadi 1,* ID , Payam Hooshmand 2, Navid Bagheri 3, HamidReza KhakRah 4 ID and Majid Dousti 5 1 Department of Mechanical, Robotics and Energy Engineering, Dongguk University, Seoul 04620, Korea 2 Department of Mechanical Engineering, Sanandaj Branch, Islamic Azad University, Sanandaj 6616935391, Iran; [email protected] 3 Department of Energy Engineerin...

This study investigated the effect of oral dialogue journals on communicative competence of Iranian EFL learners. Participants of this study were 80 students of two Payam-e-Noor Universities who were proved to be homogenous in the communicative competence based on TSE (Test of Spoken English) interview. The participants of one of these universities were considered as the experimental group. The...

Rangeland vegetation dynamics can be affected by various natural and unnatural factors over time. The purpose of this study was to investigate the dynamics of vegetation under the climatic conditions and soil properties. Accordingly, data collection for evaluating vegetation dynamics in rangeland ecosystems of Ardabil province was conducted at three research sites including Moqan winter rangela...

this study is conducted in universities located in ilam provinceto identify the factors affecting creative organization. the research methodis mixed, in that, statistic sample in qualitative section consists of expertsand in quantitative section consists of employees, professors, and top andmiddle managers in universities (payam-e-noor university, medicalsciences university, azad university and...

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comparison of the effect of instrumental music and voices of holy quran on anxiety of woman before cesarean.     sharifi a [1] *, alipour a [2] , baharloei s [3]     received: 24 aug, 2012 accepted: 20 nov, 2012   abstract   background & aims : fear and anxiety before surgery characterized with the stress with arousal of the autonomic nervous system that causes physical and psychological change...

The objective of this study is presenting the causal modeling of intention to use technology among university student. Correlation is used as the method of research. Instrument of this study is standard questionnaire. The collected data is analyzed with AMOS software. The result indicate that facilitative condition, cognitive absorption, perceived enjoyment, perceived ease of use, and perceived...