Keywords: نوسانات نامتقارن; BEKK GARCH; Asymmetric volatility; Intraday analysis; KOSPI200; KOSPI200 futures; VKOSPI;
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Keywords: نوسانات نامتقارن; Asymmetric volatility; Emerging stock markets; Symmetric and asymmetric loss functions; Superior predictive ability test; Volatilidad asimétrica; Mercados accionarios emergentes; Medidas de errores simétricas y asimétricas; Prueba de poder predictivo s
Keywords: نوسانات نامتقارن; Food prices; Asymmetric volatility; EGARCH model; News impact; C32; C58; E31;
Keywords: نوسانات نامتقارن; C22; G12; G15; Asymmetric volatility; Loss aversion; GJR-GARCH; Bai-Perron test;
Keywords: نوسانات نامتقارن; G02; G14; C53; C58; Anchoring; Implied volatility; Realized volatility; Asymmetric volatility; VIX; VXST;
Keywords: نوسانات نامتقارن; G14; G15; Stock return; Asymmetric volatility; Long memory; Economic fundamentals; PARCH;
Keywords: نوسانات نامتقارن; G11; G17; Non-Gaussianities; GARCH; Asymmetric volatility; Conditional skewness; Risk management;
Keywords: نوسانات نامتقارن; Market volatility; Asymmetric volatility; Leverage effect; Volatility feedback; Market stress; Financial stability; Systemic risk; Extreme volatility; Aggregate asset prices
Keywords: نوسانات نامتقارن; Behavioural finance; Asymmetric volatility; Implied volatility; Informational efficiencyG10; C14
Asymmetric impacts of fundamentals on the natural gas futures volatility: An augmented GARCH approach*
Keywords: نوسانات نامتقارن; Natural gas futures; GARCH; Price volatility; Storage; Weather; Asymmetric volatility; G13; Q40; Q47;
Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysis
Keywords: نوسانات نامتقارن; D44; D47; L94; Q41; Asymmetric volatility; Price modeling; European power markets; E-GARCH; TARCH;
Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets
Keywords: نوسانات نامتقارن; Carbon markets; Asymmetric volatility; Trading volume; Market architecture; Q58; G14; G32; G19;
Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market
Keywords: نوسانات نامتقارن; Asymmetric volatility; Intraday; Bid–ask match; Ask depth; Order bookG11; G12
Asymmetric volatility and trading volume: The G5 evidence
Keywords: نوسانات نامتقارن; G15; G12; C58; Asymmetric volatility; Trading volume; EGARCH; G5; Globalization;
What drives international equity correlations? Volatility or market direction?
Keywords: نوسانات نامتقارن; C32; C51; G15International equity markets; Asymmetric volatility; Asymmetric correlation; Estimation error; Vector autoregressive (VAR); DCC-GARCH; Generalized impulse response function; Granger causality
Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint
Keywords: نوسانات نامتقارن; Econophysics; Asymmetric volatility; Volatility clustering; Spin model; Borrowing constraint; Herding
How asymmetric is U.S. stock market volatility?
Keywords: نوسانات نامتقارن; Asymmetric volatility; Implied volatility; GARCH; EGARCH; G10; G13; C22;
Modelling stock returns in Africa's emerging equity markets
Keywords: نوسانات نامتقارن; C22; C52; G10; Stock returns; Weak form efficiency; Asymmetric volatility; African stock markets;
Stock and bond market interactions with level and asymmetry dynamics: An out-of-sample application
Keywords: نوسانات نامتقارن; G12; C22Stock and bond market interaction; Time-varying covariances; Asymmetric volatility; Level effect
International stock markets interactions and conditional correlations
Keywords: نوسانات نامتقارن; C32; F36; G15; Multivariate GARCH models; News impact surfaces; Asymmetric volatility;
Asymmetric volatility in the foreign exchange markets
Keywords: نوسانات نامتقارن; F3; Exchange rates; Asymmetric volatility; Leverage effect; Realized variance; Continuous and jump components of volatility;
Central bank intervention, threshold effects and asymmetric volatility: Evidence from the Japanese yen-US dollar foreign exchange market
Keywords: نوسانات نامتقارن; F31; Foreign exchange intervention; Threshold modelling; Asymmetric volatility;
Asymmetric temporary and permanent stock-price innovations
Keywords: نوسانات نامتقارن; G12; C32Nonlinear structural model; Threshold vector autoregression; Temporary–permanent decomposition; Asymmetric volatility; Excess volatility
Asymmetric volatility of stock returns during the Asian crisis: Evidence from Indonesia
Keywords: نوسانات نامتقارن; G12; G15; Stock market; Indonesia; Asymmetric volatility; Rolling regressions;
Macroeconomic announcements and asymmetric volatility in bond returns
Keywords: نوسانات نامتقارن; C22; G12; Bond market; Asymmetric volatility; Macroeconomic announcements;
The generalized asymmetric dynamic covariance model
Keywords: نوسانات نامتقارن; Stock and bond market interaction; Time-varying covariances; Asymmetric volatility;