the research problem investigated in this paper is modeling volatility and analyzing risk and return’s relationship in tehran stock exchange using garch-family models including garch(1,1), garch(2,2), egarch(1,1), pgarch(1,1), tgarch(1,1), garch(1,1)-m and cgarch(1,1). using the daily returns of tehran stock exchange companies, we focused on two portfolios of all the companies during a 10-year-...

The constructive definition usually begins with a function f, then by the process of using Riemann sums and limits, we arrive the definition of the integral of f, ∫ b a f. On the other hand, a descriptive definition starts with a primitive F satisfying certain condition(s) such as F ′ = f and F is absolutely continuous if f is Lebesgue integrable, and F is generalized absolutely continuous if f...

In distributional semantics studies, there is a growing attention in compositionally determining the distributional meaning of word sequences. Yet, compositional distributional models depend on a large set of parameters that have not been explored. In this paper we propose a novel approach to estimate parameters for a class of compositional distributional models: the additive models. Our approa...