نتایج جستجو برای: realized in machinery
تعداد نتایج: 16982776 فیلتر نتایج به سال:
We design adaptive realized kernels to estimate the integrated volatility in a framework that combines a stochastic volatility model with leverage effect for the effi cient price and a semiparametric microstructure noise model specified at the highest frequency. Some time dependence parameters of the noise model must be estimated before adaptive realized kernels can be implemented. We study the...
This paper introduces a new multivariate conditional volatility model for returns that utilizes realized covariance matrices. The model decomposes the conditional and realized covariance matrices into standard deviations and correlations matrices. On a first level, the univariate variances are estimated by a modified Generalized Autoregressive Conditional Heteroskedasticity (GARCH) that exploit...
We will in some places restrict attention to puts, by put-call parity: for realized variance options, a long-call short-put combination pays [X]T −Q, equal to a Q-strike variance swap; and for realized volatility options, a long-call short-put combination pays [X] T − Q1/2, equal to a Q1/2-strike volatility swap. Unlike variance swaps [EQF07/024, EQF07/045], which admit exact model-free (assumi...
the energy efficiency, greenhouse gas (ghg) emissions, and carbon efficiency of paddy rice production were analysed in sari in the mazandaran province of iran during 2011–2012. data was collected through questionnaires and interviews with paddy producers. the results showed that the net energy gain was 27,932 mj ha-1 and energy efficiency was 1.83 during production. the results of the cobb-doug...
Accession to WTO (World Trade Organization) is the most important facets of globalization, that causes free trade. Although this way empowers economical fields but would make vast bankrupts and unemployment, so the main strategy is defending from priorities in accession. Iran membership was accepted by WTO in 2005 and it is preparing action plans based on production priorities. Machinery indu...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید