نتایج جستجو برای: this paper investigates return and volatility spillover effects between three size

تعداد نتایج: 17341415  

2012
Nikolaos Antonakakis

This paper examines co-movements and volatility spillovers in the returns of the euro, the British pound, the Swiss franc and the Japanese yen vis-à-vis the US dollar before and after the introduction of the euro. Based on dynamic correlations, variance decompositions, generalized VAR analysis, and a newly introduced spillover index, the results suggest significant co-movements and volatility s...

The present article studies the interactive relationships between oil price volatility and industries stocks of basic metals, petroleum and chemical products by using Vector Auto Regressive (VAR) and Multivariate Generalized Autoregressive Conditional Heteroskedastisity (GARCH) models from March 2004 to March 2015 empirically . In this research, the VAR-GARCH model is proposed, which is develop...

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

this study compared the different effects of form-focused guided planning vs. meaning-focused guided planning on iranian pre-intermediate students’ task performance. the study lasted for three weeks and concentrated on eight english structures. forty five pre-intermediate iranian students were randomly assigned to three groups of guided planning focus-on-form group (gpfg), guided planning focus...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شهید چمران اهواز - دانشکده مهندسی علوم آب 1393

drought is transient phenomenon , slow , repetitive and integral part of the climate of each region. drought begins with a substantial reduction in precipitation over the long-term average rainfall and over time, reduced soil moisture and surface and ground water resources will continue to decrease. this phenomenon is the most important in bakhtegan basin because of its importance in strategic ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی 1390

introruction khawf in(iran)-herat and mazaresharif and shirkhan bandar in (afghanistan)-dushanbe in (tajikistan)_(kirgizstan)-kashghar in(china) project railway network is under construction that it is as a significant corridor for revitalizing silk road corridor in the region .at the present there are three different gauge in the region central asia with 1,520 mm gauge and turkey-islamic repu...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه مازندران 1388

target tracking is the tracking of an object in an image sequence. target tracking in image sequence consists of two different parts: 1- moving target detection 2- tracking of moving target. in some of the tracking algorithms these two parts are combined as a single algorithm. the main goal in this thesis is to provide a new framework for effective tracking of different kinds of moving target...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تحصیلات تکمیلی صنعتی کرمان - پژوهشکده برق و کامپیوتر 1390

a phase-locked loop (pll) based frequency synthesizer is an important circuit that is used in many applications, especially in communication systems such as ethernet receivers, disk drive read/write channels, digital mobile receivers, high-speed memory interfaces, system clock recovery and wireless communication system. other than requiring good signal purity such as low phase noise and low spu...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سیستان و بلوچستان - دانشکده ادبیات و علوم انسانی 1391

with the introduction of communicative language teaching, a large number of studies have concerned with students’ oral participation in language classrooms. although the importance of classroom participation is evident, some language learners are unwilling to engage in oral activities. this passivity and unwillingness to participate in language classroom discussions is known as “reticence”. rev...

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

the main objective in sampling is to select a sample from a population in order to estimate some unknown population parameter, usually a total or a mean of some interesting variable. a simple way to take a sample of size n is to let all the possible samples have the same probability of being selected. this is called simple random sampling and then all units have the same probability of being ch...

Journal: : 2021

This study investigates the interdependence between crude oil fluctuations and stock return dynamics of major BRICS market returns namely China Russia, over last turbulent period ranging from September 2001 to March 2019. We used a VAR-GARCH model that allows for simultaneous spillover in volatility return, under Student’s t- distribution. In addition prices, foreign exchange rates are so inclu...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید