Keywords: حق بیمه واریانس; Variance risk premium; Systemic risk aversion; Long memory; Diebold and Yilmaz (2012); International spillovers; FIVAR; C32; C58; F30;
مقالات ISI حق بیمه واریانس (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: حق بیمه واریانس; Variance risk premium; Risk aversion; Stock market returns predictability; G12; G13;
Keywords: حق بیمه واریانس; Variance risk premium; Recursive preferences; Disasters; G12; G13;
Keywords: حق بیمه واریانس; Variance risk premium; VIX futures; VIX ETN; Dynamic equilibrium; Jump-diffusion; G12; G13; C22; C58;
Keywords: حق بیمه واریانس; Crude oil market; Variance risk premium; Skew risk premium; Conditional risk premiums; Forecasting; G11; G12; G13;
Keywords: حق بیمه واریانس; Jumps; Return predictability; Systemic events; Variance risk premium; C58; G11; C14;
Keywords: حق بیمه واریانس; Stochastic volatility; Jump-diffusion models; Bayesian inference; Markov chain Monte Carlo; Particle filter; Deviance information criteria; Realized variance; High-frequency returns; Variance risk premium; C11; G11; G12; G17;
Keywords: حق بیمه واریانس; Variance risk premium; VIX; VSTOXX; Futures; Volatility ETN; Commodity ETNG11; G15; G23
Keywords: حق بیمه واریانس; C55; C58; G23; G32; Stochastic volatility; Switching volatility; Volatility risk; Option pricing dynamics; Futures prices; Fractional integration; Stochastic dominance; Variance risk premium; Fat tails; Leverage and asymmetry; Divided governments;
Keywords: حق بیمه واریانس; C53; C58; E32; G12; G17; Variance risk premium; Return predictability; VIX; GARCH-MIDAS; Economic uncertainty; Vol-of-vol;
Keywords: حق بیمه واریانس; Variance risk premium; Non-normality; Economic risks; Hedging
Keywords: حق بیمه واریانس; G13; G10; G12; Implied volatility; Volatility smile; Variance risk premium; GARCH; Conditional heteroskedasticity;
Keywords: حق بیمه واریانس; C12; C13; F31; G12; G13; G15; Foreign exchange; Variance risk premium; Variance swap; Intraday data; Risk-neutral expectation; Jump risk;
Keywords: حق بیمه واریانس; Variance risk premium; Option; Equity; Financial intermediariesG12; G13; C58
Jump and variance risk premia in the S&P 500
Keywords: حق بیمه واریانس; G12; G13; Equity risk premium; Jump risk premium; Variance risk premium; S&P 500; Options; Markov Chain Monte Carlo;
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns
Keywords: حق بیمه واریانس; G13; G17; Funding illiquidity; Predictability; Variance swaps; Variance risk premium; Volatility trading;
VIX forecasting and variance risk premium: A new GARCH approach
Keywords: حق بیمه واریانس; Out-of-sample one-day VIX forecasting; Variance risk premium; GARCH(1,1); GJR GARCH; Heston–Nandi GARCH
Model-free volatility indexes in the financial literature: A review
Keywords: حق بیمه واریانس; Volatility indices; Leverage effect; Forecast volatility; Variance risk premium; Volatility derivatives; G10; C12; G13; G14;
The VIX, the variance premium and stock market volatility
Keywords: حق بیمه واریانس; C22; C52; G12; E32; Option implied volatility; Realized volatility; VIX; Variance risk premium; Risk aversion; Stock return predictability; Risk-return trade-off; Economic uncertainty; Financial instability;
Equilibruim approach of asset pricing under Lévy process
Keywords: حق بیمه واریانس; Pricing; Equilibrium approach; Lévy process; Equity risk premium; Variance risk premium;
Variance dynamics: Joint evidence from options and high-frequency returns
Keywords: حق بیمه واریانس; C13; C51; G12; G13; Return variance dynamics; Variance risk premium; Options; Variance swap rates; High-frequency returns; Market microstructure; Realized variance; Quadratic variation; Time-changed Lévy processes;