شور و داوم اه : ،یبرجت همین قیقحت نیا رد 28 نیماتیو ،نیرمت ،لرتنک هورگ راهچ هب یفداصت روط هب و باختنا قاچ رتخد C یبیکرت و دندش میسقت . نیرمت تدش اب يزاوه 50 ات 70 ،رثکادح بلق نابرض دصرد 3 تدم هب و هتفه رد هسلج 8 هتفه دش ماجنا . هورگ ياه نیماتیو C و صرق یبیکرت 500 یلیم نیماتیو یمرگ C ار 3 فرصم هتفه رد راب دندومن . هنومن و لبق اتشان ینوخ ياه 48 هلخادم نیرخآ زا سپ تعاس اه عم...

Although the GARCH model has been quite successful in capturing important empirical aspects of financial data, particularly for the symmetric effects of volatility, it has had far less success in capturing the effects of extreme observations, outliers and skewness in returns. This paper examines the GARCH model under various non-normal error distributions in order to evaluate skewness and lepto...

This paper analyses how outliers affect the identification of conditional heteroscedasticity and the estimation of generalized autoregressive conditionally heteroscedastic (GARCH) models. First, we derive the asymptotic biases of the sample autocorrelations of squared observations generated by stationary processes and show that the properties of some conditional homoscedasticity tests can be di...

Volatility is a key parameter used in many financial applications, from derivatives valuation to asset management and risk management. Volatility measures the size of the errors made in modeling returns and other financial variables. It was discovered that, for vast classes of models, the average size of volatility is not constant but changes with time and is predictable. Autoregressive conditi...

Spatio-temporal forecasting has various applications in climate, transportation, geo-statistics, sociology, economics and many other fields of study. The modelling temperature its is a challenging task due to spatial dependency time series data nonlinear nature. To address these challenges, this study we proposed hybrid Space–Time Autoregressive Moving Average-Generalized Conditional Heterosced...

تاسياقلما فلتخم ىلع ءوضلا ضعب ءاقلإ تم ةعجارلما هذه يف دضتسلماب دضلا تلاعافت ىلع دمتعت يتلا ةموسولما ةيعانلما ةيعانلما و ،ةيقلأتلا ةيعانلما تاسايقلما لمشت يتلاو Ag-Ab هذه فيرعت تم .)EIA, ELISA( ةييمزنلإا ةيعانلما و ،ةيعاعشلا و تلاعافتلا أدبلم رصتخم فصو عم لًاوأ ةثلاثلا تاسياقلما اهروطت حيضوتل يخيراتلا جردتلا بسح تشقون مث ،تاقيبطتلا امك .لماك لكشب ةيلآ ةينقت ىلإ ةياهنلا يف داق يذلا يجيردتلا ةخطلل...

Address: Department of Gynecology and Obstetrics, Montasariya Infertility Center, Mashhad University of Medical Sciences, Mashhad, Iran Tel: +98 511 8534021 Email: [email protected] همدقم : ناـمز رد نز بارطـضا حطـس لـثم يرـيغتم لـماوع هب هتسباو دناوت يم يروراب كمك نامرد تيقفوم دشاب نامرد . راب نانز بارطضا و يگدرسفا ريثات يبايزرا يارب هعلاطم نيا يروراـب كـمك ناـمرد دمايپ رب رو تسا هدش يحارط ...

This paper shows that the Hinich (1982) bispectrum test for gaussianity and the Hinich and Rothman (1998) test for time reversibility can be used to falsify the null hypothesis that an autoregressive conditionally heteroskedastic model (ARCH) of its generalization (GARCH) generates nonlinear behavior in the variance of an observed time series. The term “falsify” means that the null hypothesis c...