نتایج جستجو برای: conditional correlation between returns is stronger
تعداد نتایج: 8313659 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...
the main objective in sampling is to select a sample from a population in order to estimate some unknown population parameter, usually a total or a mean of some interesting variable. a simple way to take a sample of size n is to let all the possible samples have the same probability of being selected. this is called simple random sampling and then all units have the same probability of being ch...
the subjects of the study are only the tefl teachers and students at gilan university. to obtain the desired data, a questionnaire which was based on the theories and disecussions gathered, was used as the main data gathering instrument. to determine the degree of relationship between variables, covariance and pearson product moment correlation coefficient were the formulas applied. the data we...
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...
the purpose of this study is to describe and determine the relationship between relationship marketing, customer satisfaction and intention to revisited in mashhad’s women aerobics clubs. to do this,300 randomly customers from women aerobic clubs were chosen and data was collected through kim relationship marketing questionnaire(2008) and ?=0.92, lim satisfaction questionnaire(2008) and ?=0...
بررسی رابطه بین یادگیری سازمانی و توانمندسازی مدیران و معاونین مدارس شهرستان میانه دکتر محمد اورکی1، دکتر هاشم نعمتی، گلسیما عزیزی* استادیار گروه علوم تربیتی ، دانشگاه پیام نور تهران جنوب استادیار گروه علوم تربیتی. ، دانشگاه پیام نور مشهد دانشجوی کارشناسی ارشد مدیریت آموزشی ، دانشگاه پیام نور تهران جنوب [email protected] میانه- دانشگاه پیام نور میانه مدیر آموزشی، 2226062 – 0423، ت...
Recent studies in international finance have shown that correlation of international equity returns increases during volatile periods. However, correlation should be used with great care. For example, assuming a multivariate normal distribution with constant correlation, conditional correlation during volatile periods (large absolute returns) is higher than conditional correlation during tranqu...
educational researchers have provided evidence that teachers’ emotional intelligence has strong effects on various aspects of teaching and learning. yet, in the field of teaching english to speakers of other languages (tesol), inquiry into teachers’ emotional intelligence is nearly limited. given its documented powerful impact on teaching practices and student learning, it is critical to pursue...
abstract deviation or in other words committing a crime is literally a social problem. this research that was conducted in 1389 and 1390 has tried to investigate the causes of crimes committed by young male inmates qazvin central prison and effective variables on their tendency to deviation. accordingly after collecting theoretical framework and offering theoretical model including both hirsch...
This paper estimates the dynamic conditional correlations in the returns on Tapis oil spot and onemonth forward prices for the period 2 June 1992 to 16 January 2004, using recently developed multivariate conditional volatility models, namely the Constant Conditional Correlation Multivariate GARCH (CCCMGARCH) model of Bollerslev [1990], Vector Autoregressive Moving Average – GARCH (VARMAGARCH) m...
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