دانلود مقالات ISI درباره C22 + ترجمه فارسی

On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach

Keywords: C13; C22; G1; G12; Q40; Risk; Sectoral CDS; VIX; MOVE; SMOVE; Volatility impulse response;

دانلود رایگان متن کامل مقاله ISI 40 صفحه سال انتشار : 2018 سفارش ترجمه

Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity

Keywords: C22; Market microstructure noise; Non-synchronous trading; Realized covariations; Two-time scale estimator; Stationary bootstrap; High frequency data;

دانلود رایگان متن کامل مقاله ISI 45 صفحه سال انتشار : 2018 سفارش ترجمه

The ABC of simulation estimation with auxiliary statistics

Keywords: C22; C23; Indirect Inference; Synthetic likelihood; Auxiliary statistics; Laplace type estimator;

دانلود رایگان متن کامل مقاله ISI 47 صفحه سال انتشار : 2018 سفارش ترجمه

An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns

Keywords: C12; C14; C22; G12; Stochastic volatility; Generalized hyperbolic skew Student's t-distribution; Bayesian estimation; Markov Chain Monte Carlo; Latin American stock markets; S&P500;

دانلود رایگان متن کامل مقاله ISI 49 صفحه سال انتشار : 2018 سفارش ترجمه

Score test for parameter change in Poisson autoregressive models

Keywords: C12; C22; Poisson autoregressive model; Test for parameter change; Score-based test;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2017 سفارش ترجمه

Can volume predict Bitcoin returns and volatility? A quantiles-based approach

Keywords: C22; G15; Bitcoin; Volume; Returns; Volatility; Nonparametric quantile causality;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2017 سفارش ترجمه

Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model

Keywords: C13; C22; Martingale limit theorem; Domain of attraction; Stable distribution; Slowly varying sequence; Non-Stationarity; Gaussian QMLE; Regularly varying rate;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2017 سفارش ترجمه

Carbon emissions, energy consumption and industrial growth in Bangladesh: Empirical evidence from ARDL cointegration and Granger causality analysis

Keywords: C22; O44; O53; Q43; Carbon emissions; Energy consumption; Industrial growth; ARDL; Bangladesh;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2017 سفارش ترجمه

The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis

Keywords: C14; C22; G14; Quantile dependence; Directional predictability; Reversals; Australian stock market;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2017 سفارش ترجمه

Five different distributions for the Lee-Carter model of mortality forecasting: A comparison using GAS models

Keywords: C22; GAS models; Mortality rates; Lee-Carter model; Forecasting; Observation-driven time series models;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2017 سفارش ترجمه

Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market

Keywords: C22; C51; C12; C15; Cointegration; ADL; Fourier function; Structural breaks; Oil prices;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test

Keywords: C22; C32; C53; Q41; Stock returns; Housing returns; Causality-in-quantiles test; Nonparametric;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

Modeling and predicting oil VIX: Internet search volume versus traditional mariables

Keywords: C22; C53; G12; G17; Q41; Q47; Oil VIX; Internet search volume; Implied volatility; Heterogeneous autoregressive model;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

Unemployment persistence in OECD countries after the Great Recession

Keywords: C22; E24; Unemployment rate; Unit root tests; Structural breaks; Half-lives;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2017 سفارش ترجمه

Evaluation of USDA's Broadband Loan Program: Impacts on broadband provision

Keywords: H81; C22; O33; R11; P25; Broadband; Diffusion; Rural; Program evaluation;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2017 سفارش ترجمه

Is there convergence in per capita renewable energy consumption across U.S. States? Evidence from LM and RALS-LM unit root tests with breaks

Keywords: C22; E4; Per capita renewable energy consumption; Convergence; Unit roots; Trend-shifts;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2017 سفارش ترجمه

True or spurious long memory in European non-EMU currencies

Keywords: C22; C51; C53; C58; Conditional variance; Foreign exchange; GARCH; Spurious long memory; Value-at-Risk;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2017 سفارش ترجمه

The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey

Keywords: C22; C52; C53; E37; Nowcasting GDP; Mixed-frequency data; Model selection; Real-time data;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2017 سفارش ترجمه

The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics

Keywords: C01; C14; C22; C23; C26; C32; C33; C36; C57; C70; C78; D20; D31; D44; D83; D90; E24; I20; J21; J24; J60; L10; Measurement error model; Errors-in-variables; Latent variable; Unobserved heterogeneity; Unobserved state variable; Mixture model; Hidden Markov

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2017 سفارش ترجمه

Political stability and growth: An application of dynamic GMM and quantile regression

Keywords: C22; C58; O11; Political stability; Economic growth; OIC countries; Dynamic GMM; Quantile regression;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2017 سفارش ترجمه

Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions

Keywords: Bitcoin; Global uncertainty; Wavelet; Quantile regressions; C22; G15;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2017 سفارش ترجمه

Heterogeneity in the debt-growth nexus: Evidence from EMU countries

Keywords: Public debt; Economic growth; Heterogeneity; Multiple structural breaks; Euro area; Peripheral EMU countries; Central EMU countries; C22; F33; H63; O40; O52;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2017 سفارش ترجمه

Pair trading based on quantile forecasting of smooth transition GARCH models

Keywords: C11; C22; C51; C53; C58; Pair trading; Bayesian inference; Smooth transition GARCH model; Second-order logistic transition function; Markov chain Monte Carlo methods; Out-of-sample forecasts; Quantile forecasting;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2017 سفارش ترجمه

High-frequency volatility combine forecast evaluations: An empirical study for DAX

Keywords: Realized volatility; Heterogeneous autoregressive models; Combine forecast methods; C22; C52; C58; G32;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2017 سفارش ترجمه

The multifractal character of capacity utilization over the business cycle: An application of Hurst signature analysis

Keywords: B53; C22; C43; E31; E32; Capacity utilization; Long memory; Fractal analysis; Hurst signature; Austrian business cycle model; Production structure;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2017 سفارش ترجمه

CPI and inflation in Kenya. Structural breaks, non-linearities and dependence

Keywords: C22; E31; Prices; Inflation; Non-linearities; Long memory; Structural breaks; Kenya;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2017 سفارش ترجمه

House prices and capital inflows in Spain during the boom: Evidence from a cointegrated VAR and a structural Bayesian VAR

Keywords: House prices; Capital inflows; Leveraging; CVAR; Structural Bayesian VAR; C22; F15;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2017 سفارش ترجمه

The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test

Keywords: C22; C58; G11; G12; G15; Islamic finance; Asset classes; Mean variance spanning test; Fat tails; Asset allocation;

دانلود رایگان متن کامل مقاله ISI 30 صفحه سال انتشار : 2017 سفارش ترجمه

Cointegrated market-neutral strategy for basket trading

Keywords: Basket trading; Pairs trading; Cointegration; Market neutral; C22; G12;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2017 سفارش ترجمه

U.S. shale oil production and WTI prices behaviour

Keywords: Oil prices; Oil production; Wavelets; Fractional integration; C00; C22; E30; Q40; Q43;

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2017 سفارش ترجمه

R-estimation in semiparametric dynamic location-scale models

Keywords: C13; C14; C22; Conditional heteroskedasticity; Distribution-freeness; Discretely observed Lévy processes; Forecasting; R-estimation; Realized volatility; Skew-t family;

دانلود رایگان متن کامل مقاله ISI 39 صفحه سال انتشار : 2017 سفارش ترجمه

Value-at-Risk under Lévy GARCH models: Evidence from global stock markets

Keywords: C22; G17; Value-at-Risk; Risk management; Lévy distributions; GARCH model; Asymmetry; Long memory;

دانلود رایگان متن کامل مقاله ISI 40 صفحه سال انتشار : 2017 سفارش ترجمه

Forecasting the VaR of crude oil market: Do alternative distributions help?

Keywords: C22; C53; GO1; G17; Q43; Q47; Crude oil market; Value at risk; Generalized asymmetric Student-t distribution;

دانلود رایگان متن کامل مقاله ISI 40 صفحه سال انتشار : 2017 سفارش ترجمه

Does news matter in China's foreign exchange market? Chinese RMB volatility and public information arrivals

Keywords: C22; F31; O24; O53; G15; Chinese currency; Exchange rate; News sentiment; Regime-switching;

دانلود رایگان متن کامل مقاله ISI 40 صفحه سال انتشار : 2017 سفارش ترجمه

The dynamic Black-Litterman approach to asset allocation

Keywords: C22; C53; G11; Finance; Black-Litterman model; Multivariate conditional volatility; Portfolio optimization; Tail risk;

دانلود رایگان متن کامل مقاله ISI 42 صفحه سال انتشار : 2017 سفارش ترجمه

Common cycles and common trends in the stock and oil markets: Evidence from more than 150 years of data

Keywords: C22; F31; Oil market; Stock market; Common cycles; Common features; Trend-cycle decomposition; Permanent and transitory shocks;

دانلود رایگان متن کامل مقاله ISI 50 صفحه سال انتشار : 2017 سفارش ترجمه

On international uncertainty links: BART-based empirical evidence for Canada

Keywords: C11; C22; D80; Economic policy uncertainty; BART algorithm; Canada;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2016 سفارش ترجمه

A refined asymptotic framework for dividend yield in predictive regressions

Keywords: C22; C53; G12; Local-to-unity; Local-to-zero; Long-horizon R2; Signal-to-noise ratio;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2016 سفارش ترجمه

Monetary and fiscal policy switching with time-varying volatilities

Keywords: C22; C24; E42; E52; E62; Monetary-fiscal interactions; Regime-switching; GARCH;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2016 سفارش ترجمه

Inference on the long-memory properties of time series with non-stationary volatility

Keywords: C12; C22; Time-varying variance; Heteroskedasticity; Persistence; Fractional integration; Modulated process;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2016 سفارش ترجمه

Estimation and test for quantile nonlinear cointegrating regression

Keywords: C12; C13; C22; Quantile nonlinear cointegration; Nonlinearity test; Polynomial approximation; Fully modified procedure;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2016 سفارش ترجمه

Nonlinear approaches in testing PPP: Evidence from Southern African development community

Keywords: C22; C32; F15; F31; Optimal currency area; Purchasing power parity; Real exchange rate; Fourier; Stationary test;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2016 سفارش ترجمه

A test of the adaptive market hypothesis using a time-varying AR model in Japan

Keywords: The adaptive market hypothesis; The efficient market hypothesis; Time-varying model approach; Degree of market efficiency; C22; C32; G12; G14;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2016 سفارش ترجمه

Using the Environmental Kuznets Curve to evaluate energy policy: Some practical considerations

Keywords: C22; O13; Q56; Environmental Kuznets Curve; Reduced form estimation; Error-correction model; Inverted-U-shape; Turning point;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2016 سفارش ترجمه

Aggregation and long-memory: An analysis based on the discrete Fourier transform

Keywords: Temporal aggregation; Skip sampling; Discrete Fourier transform (dft); Periodogram; C15; C22;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2016 سفارش ترجمه

Overseas market shocks and VKOSPI dynamics: A Markov-switching approach

Keywords: Markov-switching; VKOSPI; VIX; Korea; US; C22; E44; F36; G17; G19;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2016 سفارش ترجمه

Finance-growth nexus: Insights from an application of threshold regression model to Malaysia's dual financial system

Keywords: Credit; Financialization; Growth; Threshold regression model; Islamic perspective; Malaysia; C22; C58; E44; G15;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2016 سفارش ترجمه

On consistency of minimum description length model selection for piecewise autoregressions

Keywords: C12; C13; C22; C52; Change-point; Structural break; Model selection; Minimum description length; Autoregressive process;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2016 سفارش ترجمه

Root-TT consistent density estimation in GARCH models

Keywords: C14; C22; C32; Autoregression; Consistency; Convergence rates; Financial econometrics; Nonparametric statistics; Time series;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2016 سفارش ترجمه

A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds

Keywords: Actuarial science; Non-linear time-series; Mortality/longevity risk; Securitization; Risk-cubic pricing; C01; C22; G22; G23;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2016 سفارش ترجمه