نتایج جستجو برای: conditional
تعداد نتایج: 59425 فیلتر نتایج به سال:
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
conditional methods of adjustment are often used to quantify the effect of the exposure on the outcome. as a result, the stratums-specific risk ratio estimates are reported in the presence of interaction between exposure and confounder(s) in the literature, even if the target of the intervention on the exposure is the total population and the interaction itsel...
In this paper, we show that the conditional transform with respect to the Gaussian process involving the first variation can be expressed in terms of the conditional transform without the first variation. We then use this result to obtain various integration formulas involving the conditional $diamond$-product and the first variation.
همبستگی شرطی پویای نوسانات قیمت نفت و بازار سهام کشورهای حوزه خلیج فارس با تاکید بر سرایت بحران مالی
پژوهش حاضر به بررسی همبستگی شرطی پویای متقارن و نامتقارن بین نوسانات قیمت نفت و بازار سهام کشورهای حوزه خلیج فارس در شرایط سرایت بحران مالی پرداخته است. برای این منظور از مدل DCC[i] وADCC[ii] طی دوره زمانی هفته اول سال 2004 تا هفته چهل و هفتم سال 2019 استفاده شده است. نتایج حاصل از این مطالعه بیانگر وجود همبستگی شرطی پویای نامتقارن بازار سهام ایران و دبی و همبستگی شرطی پویای متقارن بازار سهام...
This paper investigates the conditional correlations and volatility spillovers between the dollar exchange rate return, gold coin return and crude oil return to stock index return. Monthly returns in the 144 observations (2005 - 2017) are analyzed by constant conditional correlation, dynamic conditional correlation, VARMA-GARCH and VARMA-AGARCH models. So this paper presents interdependences in...
the stochastic outcomes and phenomenon of climate are the reason to use probability sciences in climatology. interactions of most of climatic phenomenon as well as justify them are very acceptable based on probability technique. accordingly it is useful in environmental management and planning. a conditional probability is the probability of an event given that another event has occurred e.g. l...
this paper employs a multivariate dynamic conditional correlation garch model, which is developed by engle (2001, 2002), to detect the timing and nature of changes in the comovement between iranian output and prices for the periods after iran–iraq war , known as imposed war . the results showed that there is a weak correlation between output and prices after imposed war and varies periodically...
avicenna has divided the conditionals to the real cogent (i.e. with possible antecedent) and the verbal cogent (i.e. with the impossible antecedent). denying the truth of the latter, he caused controversies among moslem logicians. at the paper, we report the controversies, analyze the real and verbal cogent conditionals, formalize them in modern modal and relevant logics, and finally, defend id...
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