نتایج جستجو برای: panel in mean mgarch models

تعداد نتایج: 17126219  

Behrokh Hosseini Hashemi Rouhollah Ahmadi Jazani

Panel zone is one of the most important elements for transferring the lateral load to other elements in Steel Moment Resistant Frames. To some extent, this element through its suitable ductile behavior with beams, that themselves have been known as ductile elements, can increase the overall ductility of SMRF. The suitable design procedure for this element and details, can highly affect the perf...

Journal: :Math. Meth. of OR 2009
Alexander Bade Gabriel Frahm Uwe Jaekel

We develop a general approach to portfolio optimization taking account of estimation risk and stylized facts of empirical finance. This is done within a Bayesian framework. The approximation of the posterior distribution of the unknown model parameters is based on a parallel tempering algorithm. The portfolio optimization is done using the first two moments of the predictive discrete asset retu...

Hashem Nikoomaram Mehdi Taghavi Sedigheh Tootian,

In the initial models of economic growth, economic factors entered in to models but in the following models, non-economic factors entered in to models. Many broad studies were done on this subject by the economists, and already considerable results were obtained. Subjects such as corruption in the administrative bodies were new variables entering the literature of economic growth at that stage....

Journal: :تحقیقات مالی 0
غلامرضا کشاورز دانشیار علوم اقتصادی، دانشگاه صنعتی شریف آرش بابایی کارشناس ارشد مهندسی سیستم های اقتصادی اجتماعی

because of its extensive applications in financial analysis, stock market volatility modeling is a significantly important issue for stock market practitioners and academicians. using garch models to formulate the conditional variance heteroskedasticity and the taking advantages of panel data technique such as higher degrees of freedom, more flexibility in the control of the omitted or unobserv...

Objective(s): Alzheimer’s disease (AD) is dysfunction of the central nervous system and as a neurodegenerative disease. The objective of this work is to investigate metabolic profiling in the serum of animal models of AD compared to healthy controls and then to peruse the role of ghrelin as a therapeutic approach for the AD.Materials and Methods: Nuclear magnetic resonance (NMR) technique was u...

2005
Amjad D. Al-Nasser

Abstract: The classical maximum likelihood estimation fails to estimate the simple linear measurement error model, with or without equation error, unless additional assumptions are made about the structural parameters. In the literature there are six different assumptions that could be added in order to solve the measurement error models. In this paper, we proposed an entropy-type estimator bas...

Journal: :Journal of Physics A: Mathematical and General 2003

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