نتایج جستجو برای: panel in mean mgarch models

تعداد نتایج: 17126219  

Journal: :The Annals of occupational hygiene 2004
Don-Hee Han Joomyung Rhi Jinheon Lee

In the Korean market there are several respirators for industrial purposes. Some of them are imported from global manufacturers such as 3M, and the others are developed by domestic companies. However, some of the locally made respirators have a face-seal leakage problem because they were not designed taking into account Korean facial characteristics. This pilot study was conducted to develop th...

The purpose of this study is to evaluate the effect of the characteristics of board of directors (Chief Executive Officer Duality, CEO tenure duration, size and independence of the board of directors) on earnings management. In this study, data from 62 companies listed in the Tehran Stock Exchange during the years of 2011 to 2015 were used. The statistical method used in this research is panel ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی - دانشکده حسابداری و مدیریت 1387

چکیده ندارد.

2008
Massimiliano Caporin Paolo Paruolo

This paper proposes structured parametrizations for multivariate volatility models, which use spatial weight matrices induced by economic proximity. These structured speci…cations aim at solving the curse of dimensionality problem, which limits feasibility of model-estimation to small cross-sections for unstructured models. Structured parametrizations possess the following four desirable proper...

2007
Johan Wästlund Marc Mézard Giorgio Parisi David Aldous

The non-rigorous cavity method of statistical mechanics, originally developed in the study of spin glasses and other disordered systems, has led to a number of purely mathematical predictions. Several of them can be found in the remarkable book [17] by Marc Mézard, Giorgio Parisi and Miguel Angel Virasoro. Establishing these predictions rigorously remains a challenge to probability theory. Impo...

Asma Abdollahi Darmian Ebrahim Moradi,

As regards decreasing cotton cultivation in Iran during these years, the degree of risk taken by a cotton cultivator in the agricultural part is important. The studies showed that the cotton crop yield during the past years did not have enough growth and the cotton cost product in the period of study cotton production costs, has increased. In this paper, the risk orientation of cotton cultivato...

Journal: :Journal of Physics A: Mathematical and Theoretical 2015

Journal: :Journal of Statistical Mechanics: Theory and Experiment 2021

Two versions of the susceptible-infected-susceptible epidemic model, which have different transmission rules, are analysed. Both models considered on a weighted network to simulate mitigation in connection between individuals. The analysis is performed through heterogeneous mean-field approach scale-free network. For suitable choice parameters, both exhibit positive infection threshold, when th...

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