نتایج جستجو برای: var هم انباشته

تعداد نتایج: 121676  

ژورنال: :پژوهشهای حسابداری مالی وحسابرسی 2010
حمیدرضا وکیلی فرد فرشته افتخار نژاد

کمک به سرمایه گذاران جهت اتخاذ تصمیمات اقتصادی به عنوان هدف اولیه گزارشگری مالی مطرح گردیده است. سرمایه گذاران جهت اخذ تصمیمات اقتصادی به بازدهی سهام و سودآوری شرکت مورد سرمایه گذاری می پردازند. در این تحقیق ابتدا سود به دو جزء سود انباشته و سود توزیع شده تجزیه گردید، سپس نقش سود انباشته و سود توزیع شده در سود آوری آتی و بازدهی سهام در شرکت های پذیرفته شده در بورس اوراق بهادار تهران مورد بررسی ...

ژورنال: :پژوهش های اقتصادی ایران 0

در این پژوهش، با استفاده از مدل های خانواده arch و روش شبیه سازی دورانی، الگوهای مناسب برآورد ارزش در معرض ریسک (var) را برای داده های شاخص روزانه بورس اوراق بهادار تهران در دوره 1377-1386 مورد بررسی قرار می دهیم. مقایسه دقت پیش بینی الگوهای انتخابی پس از 1000 بار شبیه سازی خارج از نمونه، با استفاده از دو آزمون پوشش شرطی و پوشش غیرشرطی انجام شده است. نتایج نشان می دهد در بین برآوردکنندگان var، ...

Journal: :Eukaryotic cell 2005
Laïla Gannoun-Zaki Amy Jost Jianbing Mu Kirk W Deitsch Thomas E Wellems

Introns of Plasmodium falciparum var genes act as transcriptional silencing elements that help control antigenic variations. In transfected episomes, intron silencing of a drug-selectable marker under var promoter control is reversed by the spontaneous deletion of key intron regions. The resulting promoter activation does not affect the transcription of chromosomal var genes.

2014
Hae Young Lee Seong Ho Cho

Vieussens' arterial ring (VAR) is the connection between the conus branch of the right coronary artery and the proximal right ventricular branch of the left anterior descending coronary artery. VARs are found in 48% of the population; however, pathologic VAR is rare. We experienced a case of pathologic VAR that involved a fistula connecting to the main pulmonary artery.

2008
N. Hemachandra V. Cheriyan

We show that a lower bound for covariance of min(X 1 , X 2) and max(X 1 , X 2) is cov (X 1 , X 2) and an upper bound for variance of min(X 2 , max(X, X 1)) is var (X) + var (X 1) + var (X 2) generalizing previous results. We also characterize the cases where these bounds are sharp.

2015

Purpose of the paper The Basel Committee regulations require the estimation of Value-at-Risk at 99% confidence level for a 10-trading-day-ahead forecasting horizon. The paper provides a multivariate modelling framework for multi-period VaR estimates for leptokurtic and asymmetrically distributed real-estate portfolio returns. The purpose of the paper is to estimate accurate 10-day-ahead 99% VaR...

2011
Gillian Su-Wen Khew Tet Fatt Chia

BACKGROUND AND AIMS The popular hybrid orchid Vanda Miss Joaquim was made Singapore's national flower in 1981. It was originally described in the Gardeners' Chronicle in 1893, as a cross between Vanda hookeriana and Vanda teres. However, no record had been kept as to which parent contributed the pollen. This study was conducted using DNA barcoding techniques to determine the pod parent of V. Mi...

2016
Erlend I. Fossen Torbjørn Ekrem Anders N. Nilsson Johannes Bergsten

The chiefly Holarctic Hydrobius species complex (Coleoptera, Hydrophilidae) currently consists of Hydrobius arcticus Kuwert, 1890, and three morphological variants of Hydrobius fuscipes (Linnaeus, 1758): var. fuscipes, var. rottenbergii and var. subrotundus in northern Europe. Here molecular and morphological data are used to test the species boundaries in this species complex. Three gene segme...

2011
JONATHAN BOBER EMANUEL CARNEIRO LILLIAN B. PIERCE

In this paper we prove a discrete version of Tanaka’s Theorem [19] for the Hardy-Littlewood maximal operator in dimension n = 1, both in the non-centered and centered cases. For the non-centered maximal operator f M we prove that, given a function f : Z→ R of bounded variation, Var(f Mf) ≤ Var(f), where Var(f) represents the total variation of f . For the centered maximal operator M we prove th...

1997
M. Hashem Pesaran Yongcheol Shin

Building on Koop, Pesaran and Potter (1996), we propose the `generalized' impulse response analysis for unrestricted vector autoregressive (VAR) and cointegrated VAR models. Unlike the traditional impulse response analysis, our approach does not require orthogonalization of shocks and is invariant to the ordering of the variables in the VAR. The approach is also used in the construction of orde...

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