Zobrazeno 1 - 10
of 76
pro vyhledávání: '"Rezakhah, Saeid"'
Autor:
Sharkasi, Nora, Rezakhah, Saeid
Companies employ social media influencers SMIs due to the compelling evidence of their advertising effectiveness, however, more research is required to identify and compare factors driving their success.We investigate the effect of source influence S
Externí odkaz:
http://arxiv.org/abs/2307.00005
Autor:
Valizadeh, Toktam, Rezakhah, Saeid
Study of instantaneous dependence among several variable is important in many of the high-dimensional sciences. Multivariate GARCH models are as a standard approach for modelling time-varying covariance matrix such phenomena. Cholesky GARCH is one of
Externí odkaz:
http://arxiv.org/abs/1805.11268
The HGARCH model allows long-memory impact in volatilities. A new HGARCH model with time-varying amplitude is considered in this paper. We show the stability of the model as well. A score test is introduced to check the time-varying behavior in ampli
Externí odkaz:
http://arxiv.org/abs/1803.07074
HYGARCH model is basically used to model long-range dependence in volatility. We propose Markov switch smooth-transition HYGARCH model, where the volatility in each state is a time-dependent convex combination of GARCH and FIGARCH. This model provide
Externí odkaz:
http://arxiv.org/abs/1803.00739
Autor:
Sharkasi, Nora, Rezakhah, Saeid
Publikováno v:
In Knowledge-Based Systems 14 November 2022 255
Autor:
Kohansal, Akram, Rezakhah, Saeid
Based on independent progressively Type-II censored samples from two-parameter Rayleigh distributions with the same location parameter but different scale parameters, the UMVUE and maximum likelihood estimator of $R=P(Y
Externí odkaz:
http://arxiv.org/abs/1709.00576
Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in the literat
Externí odkaz:
http://arxiv.org/abs/1701.06749
Autor:
Mohammadi, Ferdous, Rezakhah, Saeid
HYGARCH process is the commonly used long memory process in modeling the long-rang dependence in volatility. Financial time series are characterized by transition between phases of different volatility levels. The smooth transition HYGARCH (ST-HYGARC
Externí odkaz:
http://arxiv.org/abs/1701.05358
Publikováno v:
In Knowledge-Based Systems 10 January 2022 235
Publikováno v:
In Digital Signal Processing November 2021 118