نتایج جستجو برای: transitory
تعداد نتایج: 3573 فیلتر نتایج به سال:
the current paper is an outlook toward lexical aspect and its types exist as a semantic parameter in verb and indicate trend of doing task of verb in terms of continuance, iteration, duration etc. although discourse aspect is considered as independent factor in verb morphology, but the resultant syntactic reflection does not solely corresponds to grammatical aspect; instead, it includes lexical...
In this Paper, business cycle asymmetry in Iran has been investigated using a nonlinear unobserved component model. In this regard, according to Kim and Nelsonchr('39')s (1999) interpretation of Friedman plucking model (1993), asymmetric transitory component has been modeled and simultaneously the possibility of a correlation between transitory and permanent shocks has also been considered. The...
Stochastic behavior of stock returns is very important for investors and policy makers in the stock market. In this paper, the stochastic behavior of the return index of Tehran Stock Exchange (TEDPIX) is examined using unobserved component Markov switching model (UC-MS) for the 3/27/2010 until 8/3/2015 period. In this model, stock returns are decomposed into two components; a permanent componen...
In this study by using Markov Regime Switching Heteroscedasticity Models (MRSH) in the form of state-space model the behavior of stock returns is examined. This approach endogenously permits the volatility to switch as the date and regime change and allows us to decompose the permanent and transitory component of stock returns. The period of the study is the fourth month of 2000 to the seventh ...
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