نتایج جستجو برای: covariance matrix. the results show that although cccmodel estimates variance matrix better

تعداد نتایج: 16292761  

Journal: :تحقیقات مالی 0
محمد رضا رستمی استادیار مدیریت مالی، دانشگاه الزهرا، تهران ، ایران فاطمه حقیقی کارشناس ارشد مدیریت بازرگانی گرایش مالی، دانشگاه الزهرا (س)، تهران، ایران

in this paper we compared multivariate garch models toestimate value-at-risk. we used a portfolio of weekly indexesincluding tedpix, klse, xu100 during ten years. to estimatevalue-at-risk, first we estimated ccc, dcc of engle, dcc of tseand tsui, dynamic equi correlation models by oxmetrics. then,optimum lags were estimated by minimizing the information criteria.to estimate var, the models accu...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان - دانشکده شیمی 1389

in this thesis, a new optically active poly(amide-imide) (pai) was synthesized by the indirect polycondensation reaction of the l-phenylalanine based diacid chloride and 4,4?-diaminodiphenylether in the presence of triethylamine in n-methyl-2-pyrrolidone. the formation of pai was confirmed by ftir, 1h nmr and elemental analysis. in next step, the surface of titanium dioxide (tio2) nanoparticles...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه اراک - دانشکده علوم پایه 1389

abstract in this thesis at first we comput the determinant of hankel matrix with enteries a_k (x)=?_(m=0)^k??((2k+2-m)¦(k-m)) x^m ? by using a new operator, ? and by writing and solving differential equation of order two at points x=2 and x=-2 . also we show that this determinant under k-binomial transformation is invariant.

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان - دانشکده ریاضی 1389

one of the most important number sequences in mathematics is fibonacci sequence. fibonacci sequence except for mathematics is applied to other branches of science such as physics and arts. in fact, between anesthetics and this sequence there exists a wonderful relation. fibonacci sequence has an importance characteristic which is the golden number. in this thesis, the golden number is observed ...

پایان نامه :دانشگاه امام رضا علیه اسلام - دانشکده ادبیات و زبانهای خارجی 1393

abstract this mixed method study examines whether there is any relationship among the variables of the study (job satisfaction, social capital and motivation). the researcher considered job satisfaction and social capital as independent variables; motivation is the dependent variable of the study. the researcher applied a questionnaire to assess each variable. to measure efl teachers’ job sati...

Journal: :Sociological methods & research 2012
Ke-Hai Yuan Fan Yang-Wallentin Peter M Bentler

Normal-distribution-based maximum likelihood (ML) and multiple imputation (MI) are the two major procedures for missing data analysis. This article compares the two procedures with respects to bias and efficiency of parameter estimates. It also compares formula-based standard errors (SEs) for each procedure against the corresponding empirical SEs. The results indicate that parameter estimates b...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه اراک - دانشکده علوم انسانی 1388

abstract the aim of this study was threefold: (1) to investigate the relationship between knowledge of semantic prosody and efl learners general language proficiency; (2) to examine the relationship between qualitative as well as quantitative knowledge of words, and (3) to compare the performance of efl learner on receptive and productive measures of semantic prosody. the study is based on a...

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

in reality, most structures involved in geotechnical engineering are three dimensional in nature, and although in many, plane strain or axisymmetric approximations are reasonable, there are some, for which 3-d treatment is required. the quantity of data, and the size of the various vectors and matrices involved in such analysis, increase dramatically. this has sever implications for computer r...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علوم بهزیستی و توانبخشی - دانشکده توانبخشی 1393

abstract objectives gradual increase length and complexity of utterance (gilcu) therapy method is a form of operant conditioning. this type of treatment is very precise and controlled that is done in 54 steps in 3 speech situations consisted of monologue, reading and conversation. this study aimed to examine the effects of gilcu treatment method on reduction of speech dysfluency of school-age...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شهید باهنر کرمان - دانشکده ادبیات و علوم انسانی 1391

terms of address as an important linguistics items provide valuable information about the interlocutors, their relationship and their circumstances. this study was done to investigate the change route of persian address terms in the two recent centuries including three historical periods of qajar, pahlavi and after the islamic revolution. data were extracted from a corpus consisting 24 novels w...

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