نتایج جستجو برای: garch method measures portfolio risk more accurately in comparison with traditional methods
تعداد نتایج: 19044979 فیلتر نتایج به سال:
increasing academic and professional language demands around the world are not a deniable fact. the purpose of this study was to investigate english language needs and communication needs of the chemistry students at master and ph.d. levels at the iranian universities. in this research, different methods were used including un-structured interview, structured interview, and two sets of question...
The paper investigates persistence, returns and volatility spillovers from the bitcoin market to gold silver markets using daily datasets January 2, 2018 July 31, 2020 by employing fractional persistence framework. results show strong price with posing highest while poses lowest persistence. of multivariate GARCH modelling, CCC-VARMA-GARCH model other lower variants indicate impossibility spill...
Introduction: Nowadays, using multi attribute decision making (MADM) techniques in HSE hazard rating have been widely increased. On the other hand, Analytical Network process (ANP) methods has a high flexibility and accuracy in decision ranking. Therefore, the combination of the two mentioned approaches can provide a more precise prioritization for HSE hazards. Using ANP techniques, in this res...
the present study aimed at exploring cognitions of iranian english teachers within the context of english for academic purposes (eap). to this end, the cognitions of two groups of eap teachers with respect to their pedagogical content knowledge (pck) and their sense of professional identity (pi) were probed. two language teachers and two content instructors who had at least five years of eap te...
Most credit portfolio models currently used by the banking industry rely on Monte Carlo simulations for calculating the probability distribution of the future credit portfolio value, which can be quite computer time consuming. Adding market risk factors, such as stochastic interest rates or credit spreads, as additional ingredients of a credit portfolio model, the computational burden of full M...
Multi-period and Multi-objective Stock Selection Optimization Model Based on Fuzzy Interval Approach
The optimization of investment portfolios is the most important topic in financial decision making, and many relevant models can be found in the literature. According to importance of portfolio optimization in this paper, deals with novel solution approaches to solve new developed portfolio optimization model. Contrary to previous work, the uncertainty of future retur...
language learning courseware has been receiving growing attention by english educators since its advent. a variety of softwares have been designed by software designers and resorted to by language educators to supplement language textbooks. this experimental study investigated how the application of computerized version of language textbooks and the reception of the entire course through comput...
the debate whether esp teachers need to have knowledge of the specialized field they are teaching has been an issue in the literature over the last two decades. the aim of conducting this study was to explore iranian learners’ and instructors’ beliefs and attitudes concerning the role of specialized knowledge in teaching esp classes. a seventeen item questionnaire was administered to 400 esp le...
Hedging the risk of crude oil prices fluctuation for countries such as Iran that are highly dependent on oil export earnings is one of the important subject to discuss. In this regard, the main purpose of this study is to calculate and analyze the optimal dynamic hedging ratio for Iranian light and heavy crude oil spot prices based on one-month to four-month cross hedge contracts in New York St...
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