نتایج جستجو برای: the conditional volatility models best succeed in modeling characteristics of financial data including volatility clustering
تعداد نتایج: 25463389 فیلتر نتایج به سال:
Financial markets are one of the most fundamental markets in any country. In the financial markets, the securities market and the foreign exchange market are sensitive sectors. These two markets are affected by fluctuations and economic cycles so reflect economic changes rapidly. Changes in the returns of one market due to arbitrage conditions during time lead to changes in the returns of other...
this ethnographic case study research was carried out in a private school setting in the context of iran. the research tried to explore the analysis and identity construction of a group of learners and teachers along with the content analysis of books on the basis of four types of commodified, political, national and narrative identities. how english language learners and teachers in an informa...
in order to examine the ecological conditions and characteristics of fraxinus excelsior l. in the northern forests of iran 6 main areas as well as some miscellaneous ones , have been selected in the region respectively in : lomir2, shafaroud , park - e-noor , ahlam , alandan and noor.
Crude oil accounts for the lion’s share of the demand for fossil fuels. Within the past few decades, increased oil consumption in a variety of economic sectors has lead to massive release of toxic pollutants and greenhouse gases, most specially Carbon Dioxide, as well as inflicting damages to the Earth like global warming and climate change. Accordingly, it is imperative to explore the relation...
This paper re-examines the relationship between in ation, in ation volatility and growth using cross-country panel data for the past 30 years. With regard to the level of in ation, we nd that in contrast to current ndings which are based on cross-sectional time-average regression comparisons, exploiting the time dimension of the data reveals a strong negative correlation between in ation and in...
this paper attempts to compare the forecasting performance of the arima model and hybrid arma-garch models by using daily data of the iran’s exchange rate against the u.s. dollar (irr/usd) for the period of 20 march 2014 to 20 june 2015. the period of 20 march 2014 to 19 april 2015 was used to build the model while remaining data were used to do out of sample forecasting and check the forecasti...
Time series of financial asset returns often exhibit the volatility clustering property: large changes in prices tend to cluster together, resulting in persistence of the amplitudes of price changes. After recalling various methods for quantifying and modeling this phenomenon, we discuss several economic mechanisms which have been proposed to explain the origin of this volatility clustering in ...
The main purpose of present study is to analyze the relationship between stock and exchange markets in two Asian countries, Iran and South Korea. A monthly time series of stock price and exchange rate are used over the period 2002: 05 - 2012: 03. The data is collected from the Central Bank of each country and WDI. The calculated stock return and real exchange rate change are used in analysis....
wireless sensor networks (wsns) are one of the most interesting consequences of innovations in different areas of technology including wireless and mobile communications, networking, and sensor design. these networks are considered as a class of wireless networks which are constructed by a set of sensors. a large number of applications have been proposed for wsns. besides having numerous applic...
investing in stock markets usually is involved in more risks than the bounds and bank deposits. it is expected that resulting returns (capital gain plus yields) from trading in a stock market to be more than those of in a risk free investment. therefore, developing accurate techniques of estimation and forecasting in volatility analysis of financial markets is inevitable. sum squares of weekly ...
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