دانلود مقالات ISI درباره Bivariate Garch + ترجمه فارسی

Price discovery for cross-listed firms with foreign IPOs

Keywords: Bivariate GARCH; Price discovery; Return and volatility spillovers; Cross-listed stocks; Multi-market trading; F30; G32; G1;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2014 سفارش ترجمه

Modeling rainfall-runoff relationship using multivariate GARCH model

Keywords: Rainfall-runoff; Bivariate GARCH; ARMAX-GARCH; Conditional covariance; Diagonal VECH; Conditional correlation;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2013 سفارش ترجمه

Can habit formation under complete market integration explain the cross-section of international equity risk premia?

Keywords: Bivariate GARCH; CCAPM; Market integration; Conditional covariance; Habit formation

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2013 سفارش ترجمه

Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches

Keywords: G15; G19; G32Hedge ratio; Hedging effectiveness; Wavelet analysis; Bivariate GARCH

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2013 سفارش ترجمه

What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries

Keywords: C32; E44; F31; F41Exchange rate volatility; Bivariate GARCH; Volatility spillover

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2011 سفارش ترجمه

Information transmission between small and large stocks in the National Stock Exchange in India: An empirical study

Keywords: C15; G1Information transmission; Volatility spillover; Cointegration; Granger causality; Bivariate GARCH

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2010 سفارش ترجمه

Time-varying hedge ratios for non-ferrous metals prices

Keywords: Optimal hedge ratio; Bivariate GARCH; Spot and futures metals prices; C22; G13;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2005 سفارش ترجمه

Cross-market linkages between U.S. and Japanese precious metals futures trading

Keywords: G15; G10; Precious metals futures; Pricing transmission; Volatility spillover; Bivariate GARCH;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2005 سفارش ترجمه

Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance

Keywords: F3; Volatility; Capitalization; Bivariate GARCH; ICSS algorithm;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2005 سفارش ترجمه