valuable comments and suggestions. Of course, I am solely to blame for any errors or omissions.

این پژوهش با الهام گرفتن از نتایج یک طرح مطالعاتی کاربردی، رویکرد سلسله­‌مراتبی جهت پیگیری فرایند توسعه تأمین‌کنندگان و حمایت تصمیمات موجود در هر مراحل آن ارائه‌ می‌کند. ابتدا، زمینه‌های تأمین نیازمند سپس واجد شرایط هریک زمینه‌ها به کمک تصمیم‌گیری چندشاخصه بهترین-بدترین مشخص می‌گردند. معیارهای شناسایی نیز مرور مطالعات پیشین بهره‌گیری نظرات خبرگان حوزه‌ی خرید استخراج‌شده‌اند. درنهایت، مدل ریاضی ...

ARCH/GARCH modelling has been successfully applied in empirical finance for many years. This paper surveys the semiparametric and nonparametric methods in univariate andmultivariate ARCH/GARCHmodels. First, we introduce some specific semiparametric models and investigate the semiparametric and nonparametrics estimation techniques applied to: the error density, the functional form of the volatil...

In this paper we investigate the properties of the Lagrange Multiplier LM test for autoregressive conditional heteroskedasticity ARCH and generalized ARCH GARCH in the presence of additive outliers AO s We show an alytically that both the asymptotic size and power are adversely a ected if AO s are neglected the test rejects the null hypothesis of homoskedasticity too often when it is in fact tr...

In this paper we investigate the properties of the Lagrange Multiplier (LM) test for autoregressive conditional heteroskedasticity (ARCH) and generalized ARCH (GARCH) in the presence of additive outliers (AO's). We show analytically that both the asymptotic size and power are adversely aaected if AO's are neglected: the test rejects the null hypothesis of homoskedasticity too often when it is i...

A new variant of the ARCH class of models for forecasting conditional variance, to be called the Generalized AutoRegressive Conditional Heteroskedasticity Parkinson Range (GARCH-PARK-R) Model, is proposed. The GARCH-PARK-R model, utilizing the extreme values, is a good alternative to the Realized Volatility that requires a large amount of intra-daily data, which remain relatively costly and are...