نتایج جستجو برای: الگوی var mgarch
تعداد نتایج: 69794 فیلتر نتایج به سال:
در بررسی هم زمان اثر اهرمی و بازخورد نوسانات، با استفاده از الگوی خود توضیح برداری (var)، وجود اثر اهرمی براساس داده های شاخص کل بازار سهام تهران، رد نشده است. بهعبارت دیگر، کاهش بازده موجب افزایش نوسانات شده است. نتایج بررسی بازخورد نوسانات نشان می دهد که نوسانات پیش بینی نشده اثر منفی بر بازده سهام داشته، درحالی که برخلاف نظریة بازخورد نوسانات، نوسانات پیش بینی شده با بازده سهام ارتباط مستقی...
The cryptocurrency market has experienced stunning growth, with value exceeding USD 1.5 trillion. We use a DCC-MGARCH model to examine the return and volatility spillovers across three distinct classes of cryptocurrencies: coins, tokens, stablecoins. Our results demonstrate that conditional correlations are time-varying, peaking during COVID-19 pandemic sell-off March 2020, both ARCH GARCH effe...
بورس اوراق بهادار از جایگاه خاصی در سیستم اقتصادی کشور برخوردار است. دو وظیفه مهم بورس اوراق بهادار جمع آوری پس اندازهای اندک و نقدینگی موجود در سطح جامعه و هدایت آن به سمت فرایند تولید کالا و خدمات در کشور می باشد. شناسایی عوامل موثر بر بازدهی کل بورس اوراق بهادار تاثیر زیادی در تحلیل عمیق و اتخاذ تصمیم مناسب از سوی سرمایه گذاران دارد. از همین رو در پژوهش حاضر تاثیر چهار متغیر مهم کلان اقتصادی...
The phylogeny of 46 geographically diverse Histoplasma capsulatum isolates representing the three varieties capsulatum, duboisii, and farciminosum was evaluated using partial DNA sequences of four protein coding genes. Parsimony and distance analysis of the separate genes were generally congruent and analysis of the combined data identified six clades: (i) class 1 North American H. capsulatum v...
The var gene family of Plasmodium falciparum encodes the clonally variant adhesin PfEMP1 present on the surface of infected erythrocytes. A poorly understood mechanism of allelic exclusion controls the expression of PfEMP1. Transcription of var genes is developmentally and, most likely, epigenetically regulated. Here we have studied the transcriptional pattern of 28 members of this multigene fa...
PfEMP1 are variant parasite antigens that are inserted on the surface of Plasmodium falciparum infected erythrocytes (IE). Through interactions with various host molecules, PfEMP1 mediate IE sequestration in tissues and play a key role in the pathology of severe malaria. PfEMP1 is encoded by a diverse multi-gene family called var. Previous studies have shown that that expression of specific sub...
Sixty-seven strains of the five described Salmonella serotypes having antigens 6,7:c:1,5, that is S. enterica serotype Choleraesuis sensu stricto, Choleraesuis var. Kunzendorf, Choleraesuis var. Decatur, Paratyphi C, and Typhisuis, were examined for 16S rrn profile ribotype, presence of IS200 and phenotypic characters, including rate of change of flagellar-antigen phase and nutritional characte...
Monoallelic expression of the var multigene family enables immune evasion of the malaria parasite Plasmodium falciparum in its human host. At a given time only a single member of the 60-member var gene family is expressed at a discrete perinuclear region called the 'var expression site'. However, the mechanism of var gene counting remains ill-defined. We hypothesize that activation factors asso...
Value at risk (VaR) is an important and widely used measure of the extent to which a given portfolio is subject to risk present in nancial markets. Considerable amount of research was dedicated during recent years to development of acceptable methods for evaluation of this risk measure. In this paper, we present a method of calculating the portfolio which gives the optimal VaR among those, whic...
The virulence of Plasmodium falciparum, the causative agent of the deadliest form of human malaria, is attributed to its ability to evade human immunity through antigenic variation. These parasites alternate between expression of variable antigens, encoded by members of a multicopy gene family named var. Immune evasion through antigenic variation depends on tight regulation of var gene expressi...
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