نتایج جستجو برای: period var using sixteen models for three stock indices

تعداد نتایج: 11925193  

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,...

2012
Frederik Hogenboom Michael de Winter Flavius Frasincar Alexander Hogenboom

Within the field of finance, Value-at-Risk (VaR) is a widely adopted tool to assess portfolio risk. When calculating VaR based on historical stock return data, the data could be sensitive to outliers caused by seldom occurring news events in the sampled period. Using a data set of news events, of which the irregular events are identified using a Poisson distribution, we research whether the VaR...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تبریز 0

a semi-empirical mathematical model for predicting physical part of ignition delay period in the combustion of direct - injection diesel engines with swirl is developed . this model based on a single droplet evaporation model . the governing equations , namely , equations of droplet motion , heat and mass transfer were solved simultaneously using a rung-kutta step by step unmerical method . the...

In this paper, risk-premium (the difference between the future prices and expected future spot price) in US crude oil futures market over the period of 1989:1 to 2012: 11 is investigated, and then variability of risk-premium through time is explained. In addition, risk premium in different time horizons of US crude oil futures market is predicted using BVAR and VAR mode...

Journal: :تحقیقات اقتصادی 0
رسول سجاد استادیار مهندسی مالی، دانشگاه علم و فرهنگ، تهران مهسا گرجی کارشناس ارشد مهندسی مالی، دانشگاه رجا، قزوین، ایران

this paper studies the effect of considering time varying skewness and kurtosis on the estimation of value at risk (var) for both long and short positions using the hyaparch model and daily data for tehran stock exchange price index (tepix). our results show that applying conditional distributions with time varying or constant skewness and degrees of freedom is able to capture the asymmetry app...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه رازی - پژوهشکده ادبیات 1389

the present study reports an analysis of response articles in four different disciplines in the social sciences, i.e., linguistics, english for specific purposes (esp), accounting, and psychology. the study has three phases: micro analysis, macro analysis, and e-mail interview. the results of the micro analysis indicate that a three-level linguistic pattern is used by the writers in order to cr...

1996
CHULHO JUNG

The Vector Autoregressive (VAR) model, the Error Correction Model (ECM), and the Kalman Filter Model (KFM) are used to forecast UK stock prices. The forecasting performance of the three models is compared using out of sample forecasting. The results show that the forecasting performance of the ECM is better than that of the VAR and the KFM, and that the VAR performs a forecasting better than th...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه الزهراء - دانشکده علوم اجتماعی و اقتصادی 1390

بررسی تطبیقی بازده حاصل از کاربرد تحلیل های تکنیکال و روش خرید و نگهداری در بورس اوراق بهادار تهران چکیده در این پژوهش بازدهی حاصل از روش های تجزیه و تحلیل تکنیکی و روش خرید و نگهداری در فرض قابل پیش بینی بودن قیمت ها و عدم وجود شکل ضعیف فرضیه بازار کارا که توسط فاما در سال 791 مطرح گردیده است ، فعالیت میکند . در این مطالعه چهار روش از پر کاربردترین و معتبر ترین روش های تحلیل تکنیکی مورد بر...

Journal: :International Journal of Forecasting 2022

A new semi-parametric expected shortfall (ES) estimation and forecasting framework is proposed. The proposed approach based on a two-step procedure. first step involves the of value at risk (VaR) different quantile levels through set time series regressions. Then, ES computed as weighted average estimated quantiles. weighting structure parsimoniously parameterized by means beta weight function ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه پیام نور - دانشگاه پیام نور استان تهران - دانشکده زبانهای خارجی 1391

as polysemy is encountered frequently in english as foreign language. fl learners’ ability to disambiguate polysemous verbs becomes critical to their comprehension in the target language. this thesis, accordingly, investigated how iranian efl learners achieved comprehension of english polysemous verbs by using three different types of cues: (1) elaborated context, (2) semantic frames, and (...

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