نتایج جستجو برای: regressive conditional hetroscedasticity

تعداد نتایج: 62799  

ژورنال: :علوم اقتصادی 2013
مرجان دامن کشیده زهرا نظمی پیله رود

تورم از جمله پدیده های مضر اقتصادی است که اثرات زیان باری بر کل اقتصاد یک کشور بر جای می گذارد. اما اکثر اقتصاددانان معتقدند که عمده ترین زیان های ناشی از تورم از طریق ایجاد نااطمینانی تورم است. نااطمینانی تورمی از طریق اثرهای ex-ante و ex-post  بر روی متغیرهای حقیقی تأثیر گذاشته و از این کانال زیان های زیادی بر کل اقتصاد بر جای می گذارد. هدف این مطالعه آزمون این فرضیه است که نااطمینانی تورم بر...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان - دانشکده ریاضی 1390

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...

Journal: :Hispanic American Historical Review 1974

Journal: :Michigan Mathematical Journal 1966

Journal: :Journal of Management and Business Administration. Central Europe 2016

2016
Kohei Arai

Thresholding based method for rainy cloud detection with NOAA/AVHRR data by means of Jacobi iteration method is proposed. Attempts of the proposed method are made through comparisons to truth data which are provided by Japanese Meteorological Agency: JMA which is derived from radar data. Although the experimental results show not so good regressive performance, new trials give some knowledge an...

2014
Mujahed Aldhaifallah K. S. Nisar

Abstract: In this paper a new algorithm to identify Auto-Regressive Exogenous Models (ARX) based on Twin Support Vector Machine Regression (TSVR) has been developed. The model is determined by minimizing two ε insensitive loss functions. One of them determines the ε1-insensitive down bound regressor while the other determines the ε2-insensitive up-bound regressor. The algorithm is compared to S...

Journal: :iranian economic review 2014
mahnoush abdollah milani arian daneshmand

the regressive nature of consumption taxes poses a challenge to partisan theory. using data for up to 20 oecd countries in the period 1970-2003 this article aims to explore the question of whether the idea that social democratic governments typically have to compromise on policy goals and core constituency interests to make themselves more appealing to the median voter necessitates the use of r...

Journal: :Journal of Applied Non-Classical Logics 2001

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