Keywords: مدل فاکتور; G12; Affect; Social media; Asset pricing model; Factor model; Stock returns;
مقالات ISI مدل فاکتور (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: مدل فاکتور; Minimum spanning tree; Non-stationarity; Asset price dynamics; Network analysis; Factor model; C18; G12; G17; C52;
Keywords: مدل فاکتور; Yield curve; Factor model; Data-rich environment; Macroeconomic forecasting; Macroeconomic regimes; Conditional predictive ability;
Efficient estimation of nonstationary factor models
Keywords: مدل فاکتور; Factor model; Unit root; Generalized principal component estimation; Feasible generalized principal component estimation;
Keywords: مدل فاکتور; C02; C46; Multivariate distributions; Dependence; Pareto distributions; Default risk; Factor model; Weighted risk measures;
Keywords: مدل فاکتور; E4; E5; F3; G1; International; Monetary policy; Financial markets; Factor model;
Keywords: مدل فاکتور; C13; C51; Forecasting; Factor model; Learning indices; Sliced inverse regression; Asymptotic properties;
Keywords: مدل فاکتور; C12; C14; C33; C38; Factor model; Information criterion; Local principal component; Local smoothing; Structural change; Test; Time-varying parameter;
Keywords: مدل فاکتور; C12; C32; C38; C52; Factor model; Out-of-sample forecasts; Recursive estimation;
Keywords: مدل فاکتور; G12; Asset pricing; Factor model; Mispricing; Profitability; Investment;
Keywords: مدل فاکتور; Probabilistic forecasting; Prediction interval; Quantile regression; Factor model; Forecasts combination; Electricity spot price;
Keywords: مدل فاکتور; Unemployment; European regions; Distribution dynamics; Factor model;
Keywords: مدل فاکتور; Term structure of interest rates; Yield curve; VAR; Factor model;
Keywords: مدل فاکتور; Firm-level data; Forecasting; Factor model; Real-time data; Large datasets;
Keywords: مدل فاکتور; Bayesian model comparison; State space; Factor model; Vector autoregression; Semiparametric model;
Keywords: مدل فاکتور; C22; G11; G12; G15; European stock markets; Factor model; Macro-finance predictors; Markov switching model; Quantile regressions; Risk-return trade-off;
Keywords: مدل فاکتور; High-dimensional models; Factor model; Bayesian variable selection; Real time forecasting; Markov Chain Monte Carlo; Rolling window forecast; Out-of-sample forecast;
Keywords: مدل فاکتور; Interest rate pass-through; Factor model; Sovereign debt crisis; Unconventional monetary policy; E5; E43; E44; C3;
Keywords: مدل فاکتور; D92; E32; G12; G31; G32; cash holdings; real option; factor model; GDP growth rate;
Keywords: مدل فاکتور; Asset pricing; Factor model; Limits of arbitrage; Systematic; Risk; Arbitrage risk; G12;
Keywords: مدل فاکتور; Infrastructure; Asset class; Factor model; Fama/French factors; Leverage; Cash flow volatility; Investment factor; G11; G12; G19; L90; O18;
Keywords: مدل فاکتور; primary, 62H20; secondary, 62H15, 60B20, 15B52Random matrices; High-dimensional data; Reduced-rank regression; Rank selection; Rank estimation; Tracy–Widom distribution; Factor model
Keywords: مدل فاکتور; C38; C52; Misspecification; Factor model; Number of factors; Loss efficiency;
Keywords: مدل فاکتور; Asset prices; Factor model; Investor trading behavior; Investor sentiment; Excess returns
Keywords: مدل فاکتور; G12Asset pricing model; Factor model; Dividend discount model; Profitability; Investment
Keywords: مدل فاکتور; C22; C23; C53; Forecast; Factor model; Principal components; Constrained least squares; Partial least squares;
Keywords: مدل فاکتور; C12; C38; Factor model; Principal components; Common breaks; Spurious factors; Nonmonotonic power;
Keywords: مدل فاکتور; Oil demand shocks; Oil supply shocks; Business cycle; Monetary policy; Factor model; FAVAR; C3; E31; E32; E4; E5; Q43;
Keywords: مدل فاکتور; G11; G12; D81; Portfolio selection; Skew normal; Certainty equivalent; Non-monotonicity; Factor model;
Keywords: مدل فاکتور; C33; C53; E52; E58Output gap; Real time analysis; Monetary policy; Forecasting; Factor model
Keywords: مدل فاکتور; E43; E44; E52; Yield curve; Interest rates; Factor model; State-space model;
Keywords: مدل فاکتور; C38; C53; Factor model; Bootstrap; Asymptotic bias;
Keywords: مدل فاکتور; Large panel data; Factor error structure; Factor model; Common stochastic trends; Model selection criteria; Credit spread puzzle;
Keywords: مدل فاکتور; Factor model; Commodity price; Out-of-sample performance; Forecast; Co-movement
Keywords: مدل فاکتور; E43; E44; E52Yield curve; Small open economy; Factor model; State-space model
Keywords: مدل فاکتور; Global liquidity; Monetary policy; International business cycles; Factor model; Sign restrictions;
Keywords: مدل فاکتور; Lithic projectile points; Shape variation; Geometric morphometrics; Factor model;
Keywords: مدل فاکتور; Electricity price forecasting; Day-ahead market; Seasonality; Autoregression; Neural network; Factor model; Forecast combination; Probabilistic forecast;
Keywords: مدل فاکتور; G15; C32; Financial markets; Integration; Factor model; Unobserved component; GARCH;
Keywords: مدل فاکتور; Granger causality; Factor model; Principal Component Analysis; EEG; Epilepsy; Onset zone detection;
Keywords: مدل فاکتور; E43; E44; E52; Yield curve; Interest rates; Factor model; State-space model;
Keywords: مدل فاکتور; Time series; High dimension; Factor model; Dynamic eigenvalue; Dynamic eigenvector; Dynamic principal component; Spectral density; Panel data;
Keywords: مدل فاکتور; O17; P14; P26; P5; Governance; Civil liberties; Property rights; Factor model;
Keywords: مدل فاکتور; Branch-and-bound; Systematic risk; Risk sensitivity; Factor model; Second-order cone program;
Keywords: مدل فاکتور; C12; C22; C52; C53; C55; Factor model; Idiosyncratic component; Inference; Confidence intervals;
Keywords: مدل فاکتور; F31; Real effective exchange rate; Factor model; Variance decomposition; External competitiveness;
Keywords: مدل فاکتور; 62F12; 62H12; 62J07Covariance matrix; Factor model; High dimension; Large sample; Non-normal distribution; Normal distribution; Portfolio management; Ridge-type estimator; Risk function
The fundamental law of active management: Redux
Keywords: مدل فاکتور; The fundamental law of active management; Information coefficient; Information ratio; Factor model; Time series; Cross section;
Econometric analysis of multivariate realised QML: Estimation of the covariation of equity prices under asynchronous trading
Keywords: مدل فاکتور; C01; C14; C58; D53; D81; EM algorithm; Kalman filter; Market microstructure noise; Asynchronous data; Factor model; Portfolio allocation; Quasi-likelihood; Semimartingale;
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Keywords: مدل فاکتور; C32; C53; C58; G17; Dimension reduction; Factor model; Multivariate stochastic volatility; Leverage effects; Long memory; Realized volatility;