نتایج جستجو برای: conditional

تعداد نتایج: 59425  

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...

Journal: :Journal of Applied Non-Classical Logics 2001

Journal: :journal of biostatistics and epidemiology 0
kazem mohammad department of epidemiology and biostatistics, school of public health, tehran university of medical sciences, tehran, iran seyed saeed hashemi-nazari safety promotion and injury prevention research center and department of epidemiology, school of public health, shahid beheshti university of medical sciences, tehran, iran nasrin mansournia department of endocrinology, school of medicine, aja university of medical sciences, tehran, iran mohammadali mansournia department of epidemiology and biostatistics, school of public health, tehran university of medical sciences, tehran, iran

conditional  methods  of adjustment  are often used to quantify  the effect  of the exposure on the outcome.  as  a  result,  the  stratums-specific  risk  ratio  estimates  are  reported  in  the  presence  of interaction   between   exposure  and  confounder(s)   in  the  literature,  even  if  the  target  of  the intervention on the exposure is the total population and the interaction itsel...

In this paper, we show that the conditional transform with respect to the Gaussian process involving the first variation can be expressed in terms of the conditional transform without the first variation. We then use this result to obtain various integration formulas involving the conditional $diamond$-product and the first variation.

ژورنال: اقتصاد مالی 2020
علی باغانی فاطمه صراف, قدرت اله امام وردی, مجتبی کریمی

پژوهش حاضر به بررسی همبستگی شرطی پویای متقارن و نامتقارن بین نوسانات قیمت نفت و بازار سهام کشورهای حوزه خلیج فارس در شرایط سرایت بحران مالی پرداخته است. برای این منظور از مدل DCC[i] وADCC[ii]  طی دوره زمانی هفته اول سال 2004 تا هفته چهل و هفتم سال 2019  استفاده شده است. نتایج حاصل از این مطالعه بیانگر وجود همبستگی شرطی پویای نامتقارن بازار سهام ایران و دبی و همبستگی شرطی پویای متقارن بازار سهام...

This paper investigates the conditional correlations and volatility spillovers between the dollar exchange rate return, gold coin return and crude oil return to stock index return. Monthly returns in the 144 observations (2005 - 2017) are analyzed by constant conditional correlation, dynamic conditional correlation, VARMA-GARCH and VARMA-AGARCH models. So this paper presents interdependences in...

Journal: :تحقیقات جغرافیایی 0
حسین عساکره فاطمه ترکارانی دانشگاه اصفهان سعیده اشرفی دانشگاه زنجان

the stochastic outcomes and phenomenon of climate are the reason to use probability sciences in climatology. interactions of most of climatic phenomenon as well as justify them are very acceptable based on probability technique. accordingly it is useful in environmental management and planning. a conditional probability is the probability of an event given that another event has occurred e.g. l...

Journal: :International Journal of Approximate Reasoning 1995

Journal: :international journal of business and development studies 0

this paper employs a multivariate dynamic conditional correlation garch model, which is developed by engle (2001, 2002), to detect the timing and nature of changes in the comovement between iranian output and prices for the periods after iran–iraq war , known as imposed war . the results showed that there is a weak correlation between output and prices after imposed war and  varies periodically...

Journal: :فلسفه و کلام اسلامی 0
اسدالله فلاحی دانشگاه تهران

avicenna has divided the conditionals to the real cogent (i.e. with possible antecedent) and the verbal cogent (i.e. with the impossible antecedent). denying the truth of the latter, he caused controversies among moslem logicians. at the paper, we report the controversies, analyze the real and verbal cogent conditionals, formalize them in modern modal and relevant logics, and finally, defend id...

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