نتایج جستجو برای: heterogeneous market hypothesis

تعداد نتایج: 513779  

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

the outcome of this research is a practical framework for “idea generation phase of new product development process based on customer knowledge”. in continue, the mentioned framework implemented in a part of iran n.a.b market and result in segmenting and profiling this market. also, the critical new product attributes and bases of communication message and promotion campaigns extracted. we have...

The main objective of this study was to investigate weak efficient market hypothesis of Tehran stock exchange. For this purpose, total  price index, financial index, industry index and the index's top 50 companies data for the period 2013:7-2009:5 daily basis as well as data on prices and yields for the period 2013:2 - 2000:3 are applied on a monthly basis. In this study, the hypothesis of the ...

Journal: :Journal of Interdisciplinary Mathematics 2016

Journal: :Journal of Economic Interaction and Coordination 2020

Journal: :Quantitative Finance 2022

This paper introduces a novel class of volatility forecasting models that incorporate market realized (co)variances and semi(co)variances within the framework heterogeneous autoregressive (HAR) model. Our empirical analysis shows statistically economically significant gains. For our most parsimonious market-HAR specification, stock is improved by 9.80% points. Using mixed sampling frequency var...

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