Keywords: جهش; Stochastic volatility; Monte Carlo Markov Chain; Asymmetry; Jumps; Bayesian estimation;
مقالات ISI جهش (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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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: جهش; Risk premia; Option pricing; Stochastic volatility; Jumps; Unspanned volatility; Hedging; G10; G12; G13;
Keywords: جهش; C12; C14; Self-excitation; Jumps; Semimartingale; Spot jump intensity; Discrete sampling; High frequency data; Financial crisis;
Keywords: جهش; Latent factors; Jumps; Non-Gaussian state space models; Modified Kalman filter; Commodity futures; G13; C58;
Keywords: جهش; C01; C02; C13; C14; C22; C58; High frequency data; Jumps; Market microstructure noise; Integrated volatility; Quasi-maximum likelihood estimator; Realized kernels; Stochastic sampling times;
Keywords: جهش; C53; C22; C58; C52; C32; Forecast evaluation; Realized variance; Volatility; Jumps; Semimartingale;
Keywords: جهش; G12; G15; Z13; Press freedom; News; Governance; Welfare; Jumps; Stock markets;
Keywords: جهش; Crude oil returns; Volatility forecasting; Jumps; C22; C53; F47; G17; Q47;
Keywords: جهش; C14; G12; Jumps; Energy prices; Sentiment; Sentiment index; Nonparametric tests;
Keywords: جهش; C58; G11; G01; Systematic risk; Jumps; Equity risk premium; High-frequency data;
Keywords: جهش; C13; C15; C50; F30; F44; Realized volatility; Jumps; The leverage effect; HAR modelling and forecasting; International equity markets;
Keywords: جهش; C51; C52; G12; Bootstrap; High-frequency data; Jumps; Regression; Semimartingale; Specification test; Stochastic volatility;
Keywords: جهش; Jumps; Return predictability; Systemic events; Variance risk premium; C58; G11; C14;
Keywords: جهش; C15; C22; C58; High-frequency data; Market microstructure noise; Non-synchronous data; Jumps; Realized measures; Integrated covariance; Wild bootstrap; Block bootstrap;
Keywords: جهش; Political risk; Volatility; Jumps; G15; G18; F38;
Keywords: جهش; Fluorescence; Excitation light; Displacement dynamics; Relaxation; Jumps;
Keywords: جهش; Realized volatility; Jumps; Volatility forecast; Logistic smooth transition; Heterogeneous autoregressive model; Electricity markets; G17; C52; C14; L94; Q47;
Keywords: جهش; Realized GARCH; Wavelet decomposition; Jumps; Multi-period-ahead volatility forecasting
Keywords: جهش; Realized volatility; Intra-day electricity market; HAR model; Jumps; EGARCH; C14; C51; Q49;
Keywords: جهش; C01; C02; C13; C14; C22; G11; Consistency; Cumulants; Contiguity; Continuity; Discrete observation; Efficiency; Equivalent martingale measure; High frequency data; Jumps; Leverage effect; M-estimation; Medianisation; Microstructure; Pre-averaging; Realise
Keywords: جهش; Turán densities; Uniform hypergraphs; Jumps
Keywords: جهش; Jumps; Momentum; Default risk; Behavioral finance; G12; G14; C10;
Keywords: جهش; Predator-prey system; Persistence; Extinction; Jumps; Stochastically ultimate boundedness
Keywords: جهش; C15; F31; G01; Exchange rates; Brownian motion; Volatility; Jumps; Intraday periodicity; High-frequency data;
Keywords: جهش; High frequency data; Jumps; Nonparametric tests; Asset allocation; Volatility forecasting; Realized volatility; C58; C53; G11;
Keywords: جهش; GARCH; Realised volatility; Asymmetry; Jumps; Volatility transmissionC32; C51; C52; G10
Keywords: جهش; Stochastic volatility; Jumps; Market prices of risk; Asset allocation; Optimal exposures; G11;
Keywords: جهش; E44; G13; C58; Option price; Jumps; Recursive utility; Confidence; Learning;
Keywords: جهش; Jumps; Cojumps; Government bond spreads; Macroannouncements; Government bond auctions; Rating actionsC58; C12; H63; G24
Keywords: جهش; C51; C52; G12Option pricing; Risk premia; Jumps; Stochastic volatility; Return predictability; Risk aversion; Extreme events
Keywords: جهش; C10; C14; C22; C41; C51; G1; Microstructure model; Jumps; Noise; Volatility; Kalman filter; Particle filter;
Keywords: جهش; C5; G1; G15; Volatility transmission; Jumps; Leverage effects; Realized volatility;
Keywords: جهش; C13; C14; G10; G12; Market risk; Options; Risk-neutral distributions; Jumps; Time-varying jump tails; Extreme value theory;
Keywords: جهش; F31; C22; G15; Exchange rate; Oil price; Jumps; GARCH; South Africa;
Keywords: جهش; Volatility forecasting; Crude oil futures; Realized variance; Jumps; Realized semivariance
Keywords: جهش; Range; Realized volatility; Optimal sampling frequency; Long memory; Jumps; Heterogeneity
Keywords: جهش; C22; G13; Credit risk; CDS spread; Merton model; Stochastic volatility; Jumps;
Keywords: جهش; G11; Strategic asset allocation; Optimal investment; Jumps; Financial markets; Durable consumption goods; Perishable consumption goods;
Keywords: جهش; Base excited system; Power-form restoring force; Velocity nth power damper; Transmissibility; Jumps;
Keywords: جهش; G1; C5; Stochastic volatility; Realised volatility; Jumps;
Keywords: جهش; Realized volatility; Optimal sampling; Kernels; Two scales; Moving average; Long memory; Jumps; Heterogeneous autoregressive models;
Keywords: جهش; C13; C14; G10; G12; Extreme events; Jumps; High-frequency data; Jump tails; Non-parametric estimation; Stochastic volatility; Systematic risks; Tail dependence;
Keywords: جهش; G11; G12; Equity index options; Jumps; Volatility; International integration;
Keywords: جهش; C14; C51; C58; G01; G14Contagion; Cost-of-carry; Asymmetries; Heterogeneity; Jumps; Liquidity
Keywords: جهش; C53; C22; G17Macro announcements; Long memory; Linearity; Heterogeneity; Jumps
Jumps, cojumps, and efficiency in the spot foreign exchange market
Keywords: جهش; Jumps; Cojumps; Foreign exchange market; Market efficiency; Stochastic volatility bias;
Forecasting the variance of stock index returns using jumps and cojumps
Keywords: جهش; Realized variance; Jumps; Cojumps; Point process; Hawkes process; Forecasting;
From quantum mechanics to finance: Microfoundations for jumps, spikes and high volatility phases in diffusion price processes
Keywords: جهش; 60F05; 60J60; 60K35; 91D30; 91B69; 91B80; Behavioral finance; Diffusion process; Microscopic foundations; Agent based model; Econophysics; Jumps; Spikes;
An Assessment of Postural Sway in Ballet Dancers During First Position, Relevé and Sauté with Accelerometers
Keywords: جهش; accelerometer; classical dance; demi-plié; first position; position; sway; Bras bas; jumps ;
Analyse vidéo et reprise sportive après ligamentoplastie de genou : quel paramètre retenir ?
Keywords: جهش; Critères de performance; Sauts; Ligamentoplastie DIDT; Ligament croisé antérieur; Performance criteria; Jumps; Ligamentoplasty using semi-tendinous and gracilis; Anterior cruciate ligament;