با توجه به رشد بالای جمعیت در جهان و نیاز اطمینان از امنیت غذایی، افزایش تولید واحد سطح محصولات زراعی به‌منزلة راهبردی اساسی حل مسئلة تأمین غذا به‌شمار می‌رود. سوی دیگر، وجود محدودیت زیرکشت پایین‌بودن میانگین عملکرد برخی کشاورزی مانند گندم کشور، محصول می‌تواند راهکاری عملی پاسخ کشور محسوب شود. یکی مهم‌ترین بیماری‌های فوزاریوم است که، نقش پیش‌بینی این بیماری جلوگیری کاهش بهره‌وری محصول، مدل‌هایی...

The univariate Generalised Autoregressive Conditional Heterscedasticity (GARCH) model has successfully captured the symmetric conditional volatility in a wide range of time series financial returns. Although multivariate effects across assets can be captured through modelling the conditional correlations, the univariate GARCH model has two important restrictions in that it: (1) does not accommo...

This paper is mainly talking about several volatility models and its ability to predict and capture the distinctive characteristics of conditional variance about the empirical financial data. In my paper, I choose basic GARCH model and two important models of the GARCH family which are E-GARCH model and GJR-GARCH model to estimate. At the same time, in order to acquire the forecasting performan...

Traditional GARCH models fail to explain at least two of the stylized facts found in financial series: the asymmetry of the distribution of errors and the leverage effect. The leverage effect stems from the fact that losses have a greater influence on future volatilities than do gains. Asymmetry means that the distribution of losses has a heavier tail than the distribution of gains. We test whe...