نتایج جستجو برای: روش garch in mean

تعداد نتایج: 17367761  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سمنان 1392

in the area of vocabulary teaching and learning although much research has been done, only some of it has led to effective techniques of vocabulary teaching and many language learners still have problem learning vocabulary. the urge behind this study was to investigate three methods of teaching words. the first one was teaching words in context based on a traditional method of teaching that is,...

2005
ANDERS ERIKSSON

We present a general framework for a GARCH (1,1) type of process with innovations using a probability law of the mean-variance mixing type. We call the process the mean variance mixing GARCH (1,1) or MVM GARCH (1,1). One implication of this particular specification is a GARCH process with skewed innovations and constant mean dynamics. This is achieved without using a location parameter to compe...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت دبیر شهید رجایی - دانشکده علوم انسانی 1392

this study investigated the impact of explicit instruction of morphemic analysis and synthesis on the vocabulary development of the students. the participants were 90 junior high school students divided into two experimental groups and one control group. morphological awareness techniques (analysis/synthesis) and conventional techniques were used to teach vocabulary in the experimental groups a...

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

abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس - دانشکده علوم پزشکی 1389

introduction: diabetes mellitus is an growing national and international public health concern. the number of people affected by diabetes in world by 2030 will be 69% in developing countries. regular physical activity plays a key role in the management of type 2 diabetes melitus, particularly glycemic control. it has been recommended that peoples with type 2 diabetes participate in moderate-int...

Journal: :iranian economic review 0
elaheh asadi mehmandosti department of economics, alzahra university, tehran, iran (corresponding author: [email protected]). fatemeh bazzazan department of economics, alzahra university, tehran, iran ([email protected]). mirhossein mousavi department of economics, alzahra university, tehran, iran ([email protected]).

t he relationship between the price of oil and the level of economic activity is a fundamental empirical issue in macroeconomics. in this research, by using a multivariate garch-in-mean var, we try to investigate direct effects of uncertainty of oil price on macroeconomics of iran by using annually data from 1965 to 2013.results show that uncertainty about oil prices had a negative and signific...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شیخ بهایی - دانشکده زبانهای خارجی 1391

simplification universal as a universal feature of translation means translated texts tend to use simpler language than original texts in the same language and it can be critically investigated through common concepts: type/token ratio, lexical density, and mean sentence length. although steps have been taken to test this hypothesis in various text types in different linguistic communities, in ...

پایان نامه :دانشگاه تربیت معلم - سبزوار - دانشکده ادبیات و زبانهای خارجی 1390

this study investigated the effects of planning on second-language written production with regard to task type. the participants were 75 iranian learners of english as a foreign language attending a private foreign language institution. they were asked to complete two different types of writing tasks (expository writing task and argumentative writing task) in different planned conditions (indiv...

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