housing market in iran got out of recession in year 1384 and turn into abnormal growth. but following the housing price growth, which continued until 1386, it deals with the slowdown of the housing market and stable prices in the spring of 1387. afterward, decreasing trend in housing prices continued in the summer, in spite of increase in global housing prices. in this paper, it is investigated...

Selected hedge funds employ trend-following strategies in an attempt to achieve superior risk adjusted returns. We employ a lookback straddle approach for evaluating the return characteristics of a trend following strategy. The strategies can improve investor performance in the context of a multi-period dynamic portfolio model. The gains are achieved by taking advantage of the funds’ high level...

the air temperature trend has been increasing during recent decades, especially in the regions such as iran which is located in dry and semi-dry world belt. in this research we used markov chain to obtain probabilities of heat waves with different continues in kerman province using 20 years daily maximum air temperature data during 1986-2005. we analyzed daily maximum air temperature data of 5 ...

abstract statistical methods are one of the useful tools for climatic elements and their behaviors analysis, as well as, modeling and predicting them subtly. in this paper the behavior of time series of annual temperature of zanjan during 1956-2005 have been studied. so, based on autocorrelation, correlation coefficient, and spearman and mann - kendall ways, the data trend was determined. the a...