نتایج جستجو برای: returns is modelled by an arima process

تعداد نتایج: 11324647  

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

assume ? ? l2(rd) has fourier transform continuous at the origin, with ˆ ?(0) = 1, and thatcan be represented by an affine series f = j>0 k?zd c j,k?j,k for some coefficients satisfying c 1(2) = j>0 k?zd |c j,k|2 1/2 <?. here ?j,k(x) = |deta j |1/2?(a jx ?k) and the dilation matrices a j expand, for example a j = 2j i. the result improves an observation by daubechies that t...

پایان نامه :دانشگاه آزاد اسلامی - دانشگاه آزاد اسلامی واحد مرودشت - دانشکده علوم پایه 1393

the present study attempts to discover ideological differences between alcott’s novel (1868) named “little women” and its two persian translations. the first has been translated by morvarid and the second has been translated by obeidi. to this end, farahzad’s cda approach (2012) was used to analyze the ideology reflected in both translations by the two different translators. according to farahz...

2007
S. MOHAN N. ARUMUGAM N. Arumugam

Abstract Evapotranspiration (ET) is an important process in the hydrological cycle and needs to be accurately quantified for proper irrigation scheduling and optimal water resources systems operation. The time variant characteristics of ET necessitate the need for forecasting ET. In this paper, two techniques, namely a seasonal ARIMA model and Winter's exponential smoothing model, have been inv...

2008
Anna Pajor

Multivariate models of asset returns are very important in financial applications. Asset allocation, risk assessment and construction of an optimal portfolio require estimates of the covariance matrix between the returns of assets (see e.g. Aguilar and West (2000), Pajor (2005a, 2005b)). Similarly, hedges require a covariance matrix of all the assets in the hedge. There are two main types of vo...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی - دانشکده ادبیات و زبانهای خارجی 1389

within the components of communicative competence, a special emphasis is put on the “rules of politeness,” specifically the politeness strategies (brown and levinson, 1978) that speakers deploy when performing the request speech act. this is because the degree of imposition that making a request places upon one’s interlocutor(s) has been seen to be influenced by several factors among which, as ...

پایان نامه :0 1374

to discuss my point, i have collected quite a number of articles, anthologies, and books about "wuthering heights" applying various ideas and theories to this fantastic story. hence, i have come to believe that gadamer and jauss are rightful when they claim that "the individaul human mind is the center and origin of all meaning," 3 that reading literature is a reader-oriented activity, that it ...

Noise traders as one of the key elements of the market play a significant role in determining the market volatilities, returns, and stock market mispricing. Hence, this study attempts to scrutinize the role of noise trading in capital asset pricing. Therefore, by using daily data, samples including 14105 data of 200 companies listed on stock exchange were selected and noise trading index was es...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه پیام نور - دانشگاه پیام نور استان تهران - دانشکده علوم انسانی 1390

in the new age, in regard to human success in education in the globalizing world, one can consider english proficiency and individual differences as two important issues. in efl settings, reading skill plays an important role in education. it seems that using multiple intelligences theory in efl classes which values individual differences by tapping different intelligences, can be rewarding. as...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شیخ بهایی - دانشکده زبانهای خارجی 1392

abstract although music possesses some kind of power and using it has been welcome by many students in language classrooms, it seems that they take a non-serious image of the lesson while listening to songs and they may think that it is a matter of fun. the main objective of the present study was to investigate whether learning a foreign language through musical texts (songs) can have an impac...

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

seismic retrofit strategies have been developed in the past few decades following the introduction of new seismic provisions and the availability of advanced materials and methods. it can be observed that new approaches to deal with more lateral forces are more innovative and more energy absorbent. in line with this, there is a growing trend toward the use of steel shear walls as a system with ...

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