Keywords: Spatio-temporal models; Price forward curves; Term structure volatility; Risk premia; Electricity markets; C02; C13; C23;
مقالات ISI (ترجمه نشده)
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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: Export supply; Import demand; Trade; Structural estimation; Optimal tariffs; F12; F14; F59; C13;
Keywords: C13; C21; C52; Model averaging; Model selection; Spatial autoregressive; Spatial econometrics;
Keywords: C13; G14; C22; Additive nonparametric models; Deterministic trend; Pairs trading; Series estimator; Stationary and locally stationary processes; Unit root process;
Keywords: C51; C25; C13; C11; WALS; Model averaging; Generalized linear models; Monte Carlo; Attrition;
Keywords: C13; C16; C23; Stochastic frontiers; Fixed-effects; Panel data; Marginal simulated likelihood; Pairwise differencing;
Keywords: C13; C14; C23; Average derivative estimation; Correlated random effects; Local polynomial smoothing; Nonlinear panel data; Nonseparable models;
Keywords: Futures options pricing; Stochastic interest rates; Correlations; Long-dated crude oil derivatives; C13; C60; G13; Q40;
Keywords: C52; C13; C16; Noncausal process; Misspecification; Binding function; Non-nested hypotheses; Indirect inference; Encompassing;
Keywords: Risk-return relation; Equity risk premium; Analysts price targets; C13; C51; G12;
Keywords: High-low spread estimator; Effective spread; Transaction cost; Market liquidity; C02; C13; C15;
Keywords: C13; C14; C55; C58; High frequency data; Microstructure noise; Non-synchronous trading; Integrated covariance matrix; Minimum variance portfolio; Nonlinear shrinkage;
Keywords: Book-to-market effect; Institutional demand; Hedge funds; G10; G11; C13;
Keywords: C13; C38; Constrained factor models; Maximum likelihood estimation; High dimensionality; Inferential theory;
Keywords: Credit default swap; Recovery rates; Implied tree models; Implied volatility; Local volatility; Option pricing; C02; C13; G12; G13;
Keywords: 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: C01; C13; C23; Interactive effects; Static and dynamic models; Initial observations; Asymptotic bias;
Keywords: C33; C13; E32; High-dimensional factor models; Identification and estimation; Structural impulse responses;
Keywords: Stock market liquidity; Stock return predictability; Macroeconomic forecasts; Transaction costs; Equity premium; G1; C13;
Keywords: C13; C32; C41; C58; C63; Point processes; Filtering; Efficient parametric inference; Maximum likelihood; Likelihood approximation;
Keywords: C13; C53; D02; G01; G21; Financial crisis; Bailout; Failure; Dynamic competing risks hazard model; Forecasting;
Keywords: C13; C22; C26; C36; C51; GMM; Weak instruments; Break-point; Change in identification strength;
Keywords: C12; C13; C14; Nonparametric regression; Threshold variable; Threshold value; Significance test;
Keywords: C13; C22; F23; F31; Exchange rate exposure; Economic exposure; Long horizon regression; Overlapping data;
Keywords: C13; C14; Bandwidth selection; Density discontinuity; Local linear estimation;
Keywords: C13; G15; Q40; Implied volatility; Gold; Crude oil; Indian stock market; Cointegration; Nonlinear causality;
Keywords: C11; C13; G22; 62F15; Loss reserves; Exponential model with quadratic variance function; Classes of priors; ε-contamination; Posterior regret Î-minimax estimation and prediction; Mean square error; Chain ladder factor;
Keywords: C13; E62; E63; H63; Fiscal policy; Fiscal sustainability; Monetary policy;
Keywords: C13; C23; F11; F14; F15; Home bias; Gravity; Trade; United States; CFS; PPML;
Keywords: C12; C13; C15; Panel data; Fixed effects; Kink regression; Unknown threshold; Testing for kink effect;
Keywords: C12; C13; C14; C21; Partially linear varying coefficient model; Spatial autoregressive models; Local linear method; Profile quasi-maximum likelihood approach; Generalized likelihood ratio test;
Keywords: C13; Q43; Carbon Emissions; Cointegration; Causality; Pakistan;
Keywords: Organic soils; Carbon sequestration; Miscanthus; Incubation; C14; C13; Tracer;
Reduced form vector directional quantiles
Keywords: primary; 62G30; secondary; 62G20; C13; C14; C42; Credit default swaps; Multivariate quantiles; Multivariate time-series; Vector autoregression;
Keywords: Oil stock; Long-run risks; Geopolitics of oil; Risk management; Future prospects; Stochastic recursive utility; Data-rich environment; Dynamic factor analysis; C13; C22; G12;
Keywords: CO2 emission; Pareto; Size distribution; Zipf's law; C13; C46; Q54;
Keywords: Multi-factor models; Bayesian calibration; Markov Chain Monte Carlo; Ornstein-Uhlenbeck process; Electricity spot price; Negative jumps; C15; C11; C13; Q40; C51; Q41;
Keywords: C12; C13; C14; Bid-ask spread; Roll model; Semiparametric identification; Latent variables;
Keywords: C12; C13; C30; Tests of rank; Cointegration; Plug-in principle; Null space estimation; Reduced-rank approximation; Local power; Misspecification;
Keywords: C13; C33; High dimensional factor model; Structural change; Rate of convergence; Number of factors; Model selection; Factor space; Panel data;
Keywords: C13; C22; C26; E31; Hybrid Nkpc; Inflation; Flattening; External factors; Emerging; Small open economy;
Keywords: Q41; C13; C22; C51; Electricity prices; Stochastic time change; Activity rate; Mean reversion; Jump diffusion;
Keywords: C13; C14; C32; Cointegration; Endogeneity; Kernel degeneracy; Nonparametric regression; Super-consistency; Time varying coefficients;
Keywords: C13; C14; C55; C58; G01; High-dimensional data; High-frequency data; Latent factor model; Principal components; Portfolio optimization;
Keywords: Q02; L72; C13; Premium; Theory of storage; Seemingly unrelated equations;
Keywords: G13; G14; C13; Options-implied PDFs; Futures; Options; Oil;
Keywords: Monarchy; Women'S empowerment; Propensity score matching estimator; C13; D78; J19; O53;
Keywords: C22; C13; G14; Rational bubble; Explosive autoregression; Regime change; Break date estimation;
Keywords: C13; C51; G12; G17; Value-at-risk; Extreme value; Exchangeability; Block maxima; Peaks-over-threshold;
Keywords: C13; C83; Q41; Short-term; Long-term; Electricity; Gas; Gasoline; Diesel; Oil;