نتایج جستجو برای: مدل دومتغیرة dcc garch
تعداد نتایج: 125113 فیلتر نتایج به سال:
DCC (deleted in colorectal cancer), a receptor for the axon guidance cue netrin-1, is highly expressed by mesencephalic dopaminergic (DA) neurons during development; however, the contribution of DCC to DA development remains largely uncharacterized. DA neurons in ventral mesencephalic nuclei also express UNC5 homologue netrin receptors from late embryogenesis to adulthood, raising the possibili...
The essential process of dosage compensation equalizes X-chromosome gene expression between Caenorhabditis elegans XO males and XX hermaphrodites through a dosage compensation complex (DCC) that is homologous to condensin. The DCC binds to both X chromosomes of hermaphrodites to repress transcription by half. Here, we show that posttranslational modification by the SUMO (small ubiquitin-like mo...
4 GARCH Models 7 4.1 Basic GARCH Specifications . . . . . . . . . . . . . . . . . . . 8 4.2 Diagnostic Checking . . . . . . . . . . . . . . . . . . . . . . . 11 4.3 Regressors in the Variance Equation . . . . . . . . . . . . . . . 12 4.4 The GARCH–M Model . . . . . . . . . . . . . . . . . . . . . . 12 4.5 The Threshold GARCH (TARCH) Model . . . . . . . . . . . . 12 4.6 The Exponential GARCH (EG...
هدف این پژوهش به کارگیری skew-normal (sn) markov-switching(ms) garch جهت لحاظ نمودن چولگی در توزیع سریهای زمانی مالی است. انگیزه اصلی بیان این مدل آن است که روش متداول برای در نظر گرفتن عدم تقارن در مدل های normal(n) ms garch یعنی اضافه نمودن میانگین رژیم ها به مدل، منجر به ایجاد بازده های خود همبسته می گردد که امری نامطلوب است. جهت یک مقایسه کامل ، تمامی حالات ممکن مدل های sn ms garch و n ms g...
The DCC (deleted in colorectal cancer) gene was identified because it is affected by somatic mutations in colorectal tumors, including allelic losses in greater than 70% of cancers and localized mutations in a subset of cases. The DCC gene also may be inactivated in other tumor types, including cancers of the pancreas, stomach, breast, prostate, and brain, as well as some leukemias. We have cha...
با توجه به اهمیت رشد اقتصادی در افزایش رفاه جامعه، بررسی عواملموثر بر آن، از اهمیت خاصی برخوردار است. مطالعه ادبیات اقتصادی نشان می دهد که تورم و نااطمینانی حاصل از آن، از عوامل تأثیرگذار بر رشد اقتصادی هستند. در ادبیات نظری و تجربی، رابطه تورم و رشد اقتصادی به صورت همسو، متعارض و در برخی موارد خنثی بیان شده است. از طرفی فریدمن نااطمینانی تورم را به عنوان کانالی معرفی می کند که از طریق آن، هزین...
This paper investigates the forecasting ability of five different versions of GARCH models. The five GARCH models applied are bivariate GARCH, GARCH-ECM, BEKK GARCH, GARCH-X and GARCH-GJR. Forecast errors based on four emerging stock futures portfolio return (based on forecasted hedge ratio) forecasts are employed to evaluate out-ofsample forecasting ability of the five GARCH models. Daily data...
To capture the missed information in the standardized errors by parametric multivariate generalized autoregressive conditional heteroskedasticity (MV-GARCH) model, we propose a new semiparametric MV-GARCH (SM-GARCH) model. This SM-GARCH model is a twostep model: firstly estimating parametric MV-GARCH model, then using nonparametric skills to model the conditional covariance matrix of the standa...
The deleted in colorectal cancer (DCC) gene, a candidate tumor suppressor gene on chromosome 18q21, encodes a neural cell adhesion molecule family protein that is most highly expressed in the nervous system. To address the hypothesis that DCC may play a role in glioma development and/or progression, we examined DCC expression by immunohistochemistry in 57 resected human astrocytic tumors. Overa...
Volatility and investor sentiment have been factors for the slow adoption rate of Bitcoin (BTC) that was first recognized in 2008 as a potential store value, investment vehicle hedge alternative to gold during recession. The purpose this applied mathematics study will use multivariate DCC GARCH model. holds its ground volatility. This examines an well major stock index. To perform research expl...
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