نتایج جستجو برای: and volatility is modelled by arima_xrl

تعداد نتایج: 18109498  

Journal: :تحقیقات اقتصادی 0
غلامرضا کشاورز گروه اقتصاد دانشگاه صنعتی شریف موسی اسمعیل زاده

investing in stock markets usually is involved in more risks than the bounds and bank deposits. it is expected that resulting returns (capital gain plus yields) from trading in a stock market to be more than those of in a risk free investment. therefore, developing accurate techniques of estimation and forecasting in volatility analysis of financial markets is inevitable. sum squares of weekly ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان - دانشکده ریاضی 1390

abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس 1389

growing demands and requires of high data rate systems cause significant increase of high frequency systems for wideband communication applications. as mixers are one of the main blocks of each receivers and its performance has great impact on receiver’s performance; in this thesis, a new solution for ku-band (12-18 ghz) mixer design in tsmc 0.18 µm is presented. this mixer has high linearity a...

پایان نامه :0 1375

investigation the archetype of mother can help the reader to understand poes works, especially his fiction, better, if not fully. motivated by internal and external drives to get into the universe in its manifold form poe was impelled to art and, from various modes of art, to symbolism. how much was poe successful to produce works of art has been a matter of dispute among critics. however, ther...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه رازی - دانشکده علوم 1390

in this thesis, a better reaction conditions for the synthesis of spirobarbiturates catalyzed by task-specific ionic liquid (2-hydroxy-n-(2-hydroxyethyl)-n,n-dimethylethanaminium formate), calcium hypochlorite ca(ocl)2 or n-bromosuccinimide (nbs) in the presence of water at room temperature by ultrasonic technique is provided. the design and synthesis of spirocycles is a challenging task becaus...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سیستان و بلوچستان - دانشکده مهندسی برق و کامپیوتر 1391

this thesis is presented 10 ghz voltage controlled ring oscillator for high speed application. the voltage controlled ring oscillator was designed and fabricated in 0.13یm cmos technology. the oscillator is 7-stages ring oscillator with one inverter replaced by nand-gate for shutting down in the ring oscillator during idle mode. tri-state inverter was used to control of 126 bit vector in ri...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تحصیلات تکمیلی علوم پایه زنجان - دانشکده ریاضی 1393

in this thesis, a structured hierarchical methodology based on petri nets is used to introduce a task model for a soccer goalkeeper robot. in real or robot soccer, goalkeeper is an important element which has a key role and challenging features in the game. goalkeeper aims at defending goal from scoring goals by opponent team, actually to prevent the goal from the opponent player’s attacks. thi...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس - دانشکده مهندسی صنایع 1387

according to webster and wind (1972) and anderson et al (1987), “organizational buying is a complex process and involves many people from different functional areas, multiple goals and potentially conflicting decision criteria. moreover, the customers of today are also more knowledgeable and selective when making their purchasing decisions. since a key to organizational survival is the retentio...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سمنان - دانشکده مهندسی موادو متالورژی 1393

the aim of this paper is eliminating cr(vi) by natural hap. hap is a inexpensive material which is used from bovine critical bone ash in order to remove heavy metal ions like cr(vi). some experiments in different ph are performed (ph=2,3,7). maximum adsorption was appeared at ph=2, dosage=0.3 gr, c0=10 mg/l. cr(vi) removal depends on ph value and initial amount of cr(vi) result of experiments w...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه بیرجند - دانشکده ادبیات و علوم انسانی 1392

in new management approaches, in the organizations with inflexible structure, existing of red tapes and interruptions caused by limitations and also non-compliance with environmental changes, create demotivation among staff. with regard to the influence of job motivational potential and its relationship to the type of organizational structure( enabling and dissuasive), the goal of this research...

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