Keywords: داده های روزانه; G01; G14; MF-DFA; Intraday data; Efficiency; Realized variance; Long-memory; Quantile-on-quantile;
مقالات ISI داده های روزانه (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: داده های روزانه; Monetary policy; Macroeconomic announcements; Financial markets; Intraday data;
Keywords: داده های روزانه; Herding; European Union Allowances; EU ETS; Behavioral finance; Intraday data;
Keywords: داده های روزانه; Oil price volatility; Realised volatility; Intraday jumps; Exchange rate; Intraday data; GARCH model; G15; C2;
Keywords: داده های روزانه; Futures; Chinese stock returns; Predictability; Intraday data;
Keywords: داده های روزانه; C32; F31; G15; Spillovers; Fractionally integrated VAR; Long memory; Higher moments; Intraday data;
Keywords: داده های روزانه; Stocks; Logarithmic returns; Simple returns; Risk; Return; Observation periods; Intraday data; G10;
Keywords: داده های روزانه; C5; G1; G15; Keywords:; Volatility transmission; HAR model; Intraday data; Realized volatility; Non-ferrous base metals; London metal exchange;
Keywords: داده های روزانه; Intraday data; Higher moments; Information theory; Fractional integrated VAR; C5; F3; G15;
Keywords: داده های روزانه; Sovereign credit ratings; Credit rating agencies; Intraday data; Higher moments; Markov Regime Switching; Long memory; C32; F30; G15;
Keywords: داده های روزانه; G15; Liquidity; Intraday data; Commonality; NSE; India;
Keywords: داده های روزانه; C12; C13; F31; G12; G13; G15; Foreign exchange; Variance risk premium; Variance swap; Intraday data; Risk-neutral expectation; Jump risk;
The volatility-volume relationship in the LME futures market for industrial metals
Keywords: داده های روزانه; C5; G15; Q02; Intraday data; Realized volatility; Realized semivariance; Non-ferrous metals; London Metal Exchange; Trading volume;
Price discovery in euro area sovereign credit markets and the ban on naked CDS
Keywords: داده های روزانه; Sovereign credit risk; Credit default swaps; Price discovery; Intraday data; G12; G14; G15;
When no news is good news - The decrease in investor fear after the FOMC announcement
Keywords: داده های روزانه; VIX; VIX futures; FOMC announcement; Intraday data;
Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data
Keywords: داده های روزانه; DAX, Deutscher Aktien index; DJIA, Dow Jones industrial index; FTSE, the FTSE 100 index; VAR, value at riskTechnical analysis; Pattern recognition; Stock market trading rule; Forecasting financial expert systems; Intraday data
An empirical analysis of the downside risk-return trade-off at daily frequency
Keywords: داده های روزانه; Risk-return tradeoff; Downside-risk; MIDAS regressions; HAR model; Intraday data;
Forecasting EUR-USD implied volatility: The case of intraday data
Keywords: داده های روزانه; C22; C32; C53; C58; G17; Exchange rates; Implied volatility; Intraday data; Out-of-sample prediction;
The intraday effects of central bank intervention on exchange rate spreads
Keywords: داده های روزانه; E58; F31; G15Foreign exchange intervention; ERM II; Exchange rate spreads; Intraday data
Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market
Keywords: داده های روزانه; G10; G14; Saudi Stock Market; Bid-ask spreads; Block trades; Intraday data;
Volatility transmission in emerging European foreign exchange markets
Keywords: داده های روزانه; C5; F31; G15; Foreign exchange markets; Volatility; Spillovers; Intraday data; Nonlinear dynamics; European emerging markets;
Analysis of stock market manipulations using knowledge discovery techniques applied to intraday trade prices
Keywords: داده های روزانه; Stock market manipulation; Price manipulation; Fraud detection; Data mining; Knowledge discovery; Intraday data
Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles
Keywords: داده های روزانه; Seasonality; Intraday data; Call centre arrivals; Exponential smoothing; Exponential weighting; Discount weighted regression; Regression splines; Singular value decomposition
Dynamic news effects in high frequency Euro exchange rates
Keywords: داده های روزانه; G12; E44; E32; Intraday data; Macroeconomic announcements; Exchange rates;
Real-time effects of central bank intervention in the euro market
Keywords: داده های روزانه; D53; E58; F31; G15; Foreign exchange intervention; Intraday data; ERM II;
The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data
Keywords: داده های روزانه; C52; F36; G15; P59Stock markets; Intraday data; Macroeconomic announcements; European Union; Volatility; Excess impact of news
How useful is intraday data for evaluating daily Value-at-Risk?: Evidence from three Euro rates
Keywords: داده های روزانه; C22; G12Value-at-Risk; Volatility; Intraday data; Exchange rates
Interdependence between Eastern and Western European stock markets: Evidence from intraday data
Keywords: داده های روزانه; C22; F36; G15; O16; P59; Comovements; Spillover effects; Market integration; European emerging markets; Intraday data;