دانلود مقالات ISI درباره C22 + ترجمه فارسی

The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets

Keywords: C22; C32; F31; G1; Bipower variation; HAR (Heterogeneous autoregressive model); Implied volatility; Jumps; Options; Realized volatility; VecHAR; Volatility forecasting;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

Volatility forecast comparison using imperfect volatility proxies

Keywords: C53; C52; C22; Forecast evaluation; Forecast comparison; Loss functions; Realised variance; Range;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Jumps and stochastic volatility in oil prices: Time series evidence

Keywords: C11; C15; C52; C22; G13; Q40; Oil prices; Stochastic volatility; Jump diffusion; Markov Chain Monte Carlo; Investment;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Industrial electricity demand for Turkey: A structural time series analysis

Keywords: C22; Q41; Q47; Q48; Turkish Industrial Electricity Demand; Energy Demand Modelling and Forecasting; Structural Time Series Model (STSM); Future scenarios;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Convergent synergies in the global market for corporate control

Keywords: G34; G15; C22; C23; Cross-border takeovers; Takeover premiums; Merger waves;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Inflation targeting in Latin America: Empirical analysis using GARCH models

Keywords: C22; C51; E52; Inflation; Inflation targets; Inflation uncertainty; GARCH models; Unobserved component models;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Modeling volatility with time-varying FIGARCH models

Keywords: C12; C15; C22; C51; C52; G1; Q4; FIGARCH; Long memory; Nonlinear time series; Structural change; Time-varying parameter model;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Testing the bounds: Empirical behavior of target zone fundamentals

Keywords: F31; C22; C52; Target zone exchange rates; Economic fundamental; Unscented Kalman filter; Rescaled range statistic;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Volatility components, leverage effects, and the return-volatility relations

Keywords: C11; C22; C32; G12; Volatility components; Risk premia; Leverage effects; Return-risk trade-off; Bayesian methods;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Modeling structural changes in the volatility process

Keywords: C22; G17GARCH; Time varying coefficients; Multinomial logit

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Long memory and nonlinearity in conditional variances: A smooth transition FIGARCH model

Keywords: C22; F31; G31FIGARCH; STFIGARCH; Volatility; Long memory; Smooth Transition; Asymmetry

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Empirical likelihood block bootstrapping

Keywords: C14; C22; Generalized methods of moments; Empirical likelihood; Block bootstrap;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea

Keywords: F31; C22; C52; Emerging markets; Real stock price; Oil price shocks; Industrial production; Generalized variance decompositions; Impulse response functions;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Revisiting the relationship between spot and futures oil prices: Evidence from quantile cointegrating regression

Keywords: C22; Q43; G14; O16; Crude oil market; Futures prices; Quantile cointegration; Time-varying; Prospect theory;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Crude oil hedging strategies using dynamic multivariate GARCH

Keywords: C22; C32; G11; G17; G32; Multivariate GARCH; Conditional correlations; Crude oil prices; Optimal hedge ratio; Optimal portfolio weights; Hedging strategies;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Financial reforms and money demand: Evidence from 20 developing countries

Keywords: C22; E41; Money demand; Financial reforms; Income elasticity; Interest rate elasticity;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates

Keywords: F31; G15; C22; Purchasing power parity; Real exchange rates; Nonlinear stationarity; Recursive analysis;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Monetary policy implementation and overnight rate persistence

Keywords: Controllability and persistence of interest rates; Operational framework of central banks; Long memory and fractional integration; E52; C22;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?

Keywords: C12; C22; C32; F30; F31; Fractional Integration; Nonlinear modelling; Mean reverting process; Long-memory process;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Do foreigners replace native immigrants? A panel cointegration analysis of internal migration in Italy

Keywords: C22; C23; F22; J61; International migration; Domestic migration; Panel cointegration; Italy;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Equity market integration in emerging Balkan markets

Keywords: C22; G15Emerging Balkan stock markets; Cointegration; Regime switching; Dynamic conditional correlations

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE

Keywords: C12; C13; C22; Conditional heteroskedasticity; Efficiency of estimators; Quasi maximum likelihood estimation;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Time series analysis for financial market meltdowns

Keywords: C13; C16; C22; C65; G32; ARMA-GARCH model; α-stable distribution; Tempered stable distribution; Value-at-risk (VaR); Average value-at-risk (AVaR);

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

A control function approach for testing the usefulness of trending variables in forecast models and linear regression

Keywords: C12; C22; C53; Near unit root; Cointegration; Prediction regressions;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments

Keywords: C12; C22; Conditional moment restrictions; Fourier coefficients; Generically comprehensive revealing function; Global identifiability; GMM;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan

Keywords: C22; C53; G13; G14; VIX; VXO; Sampling method; Rollover rules; Implied volatility; Index options; Taiwan Stock Exchange Index (TAIEX) options;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Sources of the great moderation: A time-series analysis of GDP subsectors

Keywords: C12; C22; E5; Volatility reduction; Endogenous break; Markov regime-switching; Monetary policy;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Effects of technological learning and uranium price on nuclear cost: Preliminary insights from a multiple factors learning curve and uranium market modeling

Keywords: O33; Q31; Q49; C22; C32; Nuclear cost; Multiple factors learning curve; Scale effects; Uranium price; Uranium supply-demand; Simultaneous system of equations;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study

Keywords: C13; C22; C32; C52; C53Asymmetric power ARCH; Fractional integration; Stock returns; Volatility forecast evaluation

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Price convergence and market integration in Russia

Keywords: C22; P22; R10; R15Law of one price; Price dispersion; Nonlinear trend; Russian regions

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Business cycle synchronization and the Euro: A wavelet analysis

Keywords: E32; C22; F02; F15; F41; Business cycle synchronization; European Union integration; Continuous wavelet transform; Wavelet distance matrix; Multidimensional scaling;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Expectations and the inertia of inflation: The case of Indonesia

Keywords: C22; E31; E51; E58Inflation's determinants; Expectations; Indonesia

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Edgeworth expansions for realized volatility and related estimators

Keywords: C13; C14; C15; C22; Bias correction; Edgeworth expansion; Market microstructure; Martingale; Realized volatility; Two scales realized volatility;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Non-stationary inflation and panel estimates of United States short and long-run Phillips curves

Keywords: C22; C23; E31; Phillips curve; Inflation; Panel data; Non-stationary data;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

An I(d) model with trend and cycles

Keywords: C22; Fractional integration; Trend; Cycle; Nonlinear process; Whittle objective function;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Stick-breaking autoregressive processes

Keywords: C11; C14; C22; Bayesian nonparametrics; Dirichlet process; Poisson-Dirichlet process; Time-dependent nonparametrics;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Bayesian estimation of an extended local scale stochastic volatility model

Keywords: C11; C13; C15; C22; State space models; Markov chain Monte Carlo; Simulation smoothing; Generalized error distribution; Generalized t distribution;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Modeling unemployment as an inventory: A multicointegration approach

Keywords: E24; E2; J64; J2; C22; Unemployment; Employment; Multicointegration; Labor market flows; Inventory; Unemployed workers; Labor force;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Macroeconomic news, announcements, and stock market jump intensity dynamics

Keywords: C22; G14; Conditional jump intensity; Conditional volatility; Macroeconomic announcements;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Identification of speculative bubbles using state-space models with Markov-switching

Keywords: C22; G12; Stock market dynamics; Detection of speculative bubbles; Present-value models; State-space models with Markov-switching;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?

Keywords: G15; C22; C14; American Depositary Receipts; Bayesian factor analysis; Japan; Nonlinear; Granger causality;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market

Keywords: G14; G21; C22; Terrorism; Financial markets; Conditional volatility; Event study;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

The risk–return tradeoff: A COGARCH analysis of Merton's hypothesis

Keywords: C22; G12Continuous-time GARCH modelling; Market risk; Pseudo-maximum likelihood; Risk free rate; Risk premium; Stochastic volatility

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

The price effect of expanding fish auction markets

Keywords: C22; D44; Q11; Q22Auction markets; Electronic systems; Fish prices

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

A class of simple distribution-free rank-based unit root tests

Keywords: C12; C22; Unit root; Dickey-Fuller test; Local asymptotic normality; Rank test;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Nonparametric model validations for hidden Markov models with applications in financial econometrics

Keywords: C12; C14; C22; Confidence envelope; Diffusion model; Hidden Markov model; Market microstructure noise; Model validation; Nonlinear time series; Transition density; Stochastic volatility;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Volatility contagion: A range-based volatility approach

Keywords: C22; C32; LCARR; Price range; Smooth transition copula; Subprime mortgage crisis; TVLCARR; Volatility contagion;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Inference with dependent data using cluster covariance estimators

Keywords: C12; C21; C22; C23; HAC; Panel; Robust; Spatial;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Business cycles synchronization in East Asian economy: Evidences from time-varying coherence study

Keywords: C22; E32; E63; F42; O47; East Asia; Monetary union; Business cycle synchronization; Spectral analysis; Time-varying coherence function;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Oil price cycles and wavelets

Keywords: Q43; C22; Oil price; Cycles; Wavelet decomposition;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه