Since the launch of Bitcoin, there has been a lot controversy surrounding what asset class it is. Several authors recognize potential cryptocurrencies but also certain deviations with respect to functions conventional currency. Instead, Bitcoin’s diversifying factor and its high return have generated attention portfolio managers. In this context, understanding how volatility is explained critic...

Much of the analysis panel data has been based on an assumption strict exogeneity. Distributions are specified for outcome variables conditional a latent individual effect and observed predictor at all dates, with future values assumed to have no distribution. The paper relaxes this in order allow lagged dependent and, more generally, feedback from current variables. Such would arise evaluation...

the present study is an attempt toward evaluating the performance of portfolios and assets selecting using modified mean-variance models by utilizing a non-parametric efficiency analysis tool, namely data envelopment analysis (dea). huge amounts of money are being invested in financial market. as a result, portfolio performance evaluation has created a great deal of interest among people. we kn...

High precision measurement of acceleration levels is required to allow active control for vibration isolation platforms. It is necessary to propose an accelerometer configuration measurement model that yields such a high measuring precision. In this paper, an accelerometer configuration to improve measurement accuracy is proposed. The corresponding calculation formulas of the angular accelerati...

Climate changes caused by global warming has presented challenges to human society. Studying the Changes of climate variables in the future decades by using output data’s of Atmosphere-Ocean Global Circulation Models (AOGCM) is a way of perusing climate fluctuation in a region. In this study, the focus is on the AOGCM proceeds in simulating of variable temperature in Ahwaz and Abadan stations. ...