Keywords: Structural breaks; Long memory; Log-range volatility proxy; Stock market; C22; C58; G10;
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: Robust estimation; Linear programming estimator; Strong convergence; Nonlinear nonnegative autoregression; Dependent non-identically distributed errors; Heavy-tailed errors; C13; C14; C22; C51; C58;
Keywords: Gasoline demand; Diesel demand; Elasticity; Estimation; C13; C22; Q32; Q35; Q41; Q48;
Keywords: C22; D43; E31; L71; Q41Energy prices; Asymmetric cointegration; Asymmetric price adjustment; Exchange rate pass-through; Hysteresis
Keywords: Vasicek-Merton credit loss distribution; Single factor model; Contagion; Basel; Non-Gaussian distributions; Skew-Normal; Skew-Student t; C13; C16; C22; G21; G32;
Keywords: Q40; Q41; Q43; C50; C51; C22; Energy intensity; Asymmetric effects; Absorptive capability; Nigeria;
Keywords: C22; C32; D22; L22; L94; Q41; Heterogeneity; Product pricing; Electricity; Spot market; Time series; Cointegration;
Keywords: C13; C22; G10; G21; Market risk; Tail risk; Downside risk; Value-at-risk; Intraday returns; Overnight risk; Stock markets; Extreme returns; Tail index;
Keywords: C22; E43; Girsanov's theorem; Interest rates; Nonlinear time series; Stochastic differential equation; Term structure;
Keywords: C22; Q02; Gold and silver prices; Cycles; Persistence; Long memory;
Keywords: Forward premium anomaly; Local Deviation from Uncovered Interest Parity; Kernel smoothing; Uniform inference; Macroeconomic fundamentals; Frequentist model averaging; C12; C14; C22; F31; F41; G15;
Keywords: C14; C22; Forecasting; Marginal regression; Model averaging; Kernel estimation; Near epoch dependence; Semiparametric estimation;
Keywords: C13; C22; Compound Poisson process; Ergodicity; Quasi-maximum likelihood estimation; Strict stationarity; MTDAR model; Score test;
Keywords: Correlation risk; Business cycles; Interest rate swaps; Market skewness; Swap spread puzzle; Systematic risk; Japan; Yen swap markets; TIBOR; C22; C51; G12; G15;
Keywords: Real exchange rate; Purchasing power parity; Short memory in mean; Short-memory in distribution; Ï-Mixing; C14; C15; C22; F31; F41;
Keywords: C22; E44; G21; O16Economic development; Stock market development; Banking development; Cointegration; Causality
Keywords: C12; C22; C23; Cointegration; Cross-sectional dependence; Nonparametric rank tests; Time series panel; Unit roots;
Keywords: C13; C22; Cointegration; Nonlinear regressions; Consistency; Limit distribution; Nonstationarity; Nonlinearity; Endogeneity;
Keywords: G32; G11; G17; C53; C22; Stochastic dominance; Value-at-Risk; Daily capital charges; Violation penalties; Optimizing strategy; Basel III Accord; VIX futures; Global financial crisis;
Keywords: C22; C52; Asymptotic efficiency; Autocovariance-corrected Mallows model averaging; Banded Cholesky factorization; Feasible generalized least squares estimator; High-dimensional covariance matrix; Time series errors;
Keywords: C22; E31; O13Commodity markets; Conditional correlation; Portfolio investment
Keywords: Economic policy uncertainty; Long-run restriction; Mainland China (the Mainland); Short-run restriction; Structural vector autoregression (SVAR); C12; C22;
Keywords: Government size; Nonlinear time series; Nonparametric methods; Tipping point; Endogeneity correction; H21; H23; C22; C26;
Keywords: Current account; Sustainability; Smooth break; Nonlinearity; C22; F32;
Keywords: C13; C22; C53; G14; Investor sentiment; Risk-neutral skewness; Implied volatility; Volatility forecasting;
Keywords: C22; C52; E41; Unconventional monetary policy; Lucas critique; Money demand;
Keywords: E31; C22; Inflation; Price stability; Price-level uncertainty; Nonlinear state-space model;
Keywords: C22; C23; G1; G10; G15; G18; H3Political uncertainty; Investor sentiment; Financial market uncertainty; Implied volatility; Exchange traded options; Stock markets
Keywords: C13; C22; C53; Structural break; Forecasting; Mis-specification; Cube-root asymptotics;
Keywords: C22; C26; E21; Consumption; Asset returns; Elasticity of intertemporal substitution; Precautionary savings; Nonexpected utility;
Keywords: C13; C22; C58; GARCH; Quantile regression; Quasi-maximum likelihood; Risk measures; Value-at-Risk;
Keywords: Idiosyncratic volatilities; Earnings forecasts; I/B/E/S; Cash-flow news; Fundamental variables; G12; G14; C12; C21; C22; C23;
Keywords: Volatility; Risk response; Simulation; Skewed generalized t; Switching regimeG17; C22; C58
Keywords: C18; C22; C52; Long memory; ARFIMA; Sieve bootstrap; Bootstrap-based inference; Edgeworth expansion; Sampling distribution;
Keywords: Rebound effects; Income and substitution effects; Linear almost ideal demand system; D14; Q41; Q54; C20; c22; d57;
Keywords: PPP; Cointegration; Error correction model; C12; C22; F31; F41;
Keywords: C22; Level break; Trend break; Stationary; Unit root; Locally best invariant test; Confidence sets;
Keywords: C22; C15; Stochastic volatility; Structural breaks;
Keywords: Bayesian analysis; Real exchange rate dynamics; Purchasing power parity; Nonlinear threshold models; Bayesian model averaging; Half livesC11; C22; F31
Keywords: C14; C22; Long memory stochastic volatility; Local Whittle estimation; Taylor effect;
Keywords: C1; C2; C12; C22; C58; F31; G0; G1; Serial correlation; Wavelets; Independence; Discrete wavelet transformation; Maximum overlap wavelet transformation; Variance ratio test; Variance decomposition;
Keywords: C11; C22; G11; G17; Return predictability; Bayesian statistics; Model uncertainty;
Keywords: G11; G12; C22; C53; Forecast combination; Combining information; Prediction; Hedge funds; Portfolio construction;
Keywords: C10; C22; Fractionally integrated process; Short memory; Unit root;
Keywords: C22; G10; G15; Jump contagion effect; Realized volatility; Overlapping and non-overlapping trading hours; Nonparametric test; Threshold autoregressive models;
Keywords: Monetary fundamentals; Exchange rates; Permanent-transitory decomposition; C22; F31; F47;
Keywords: O17; H26; C22; C51; E26; underground economy; structural equation modelling; fuzzy linear regression; estimation methods;
Keywords: C22; C23; C53; Forecast; Factor model; Principal components; Constrained least squares; Partial least squares;
Keywords: C22; G10; Forecasting; In-sample; Stock market; Volatility;
Keywords: Market sentiment; Crude oil; Energy; Multiple hypothesis testing; C12; C22; C52; Q43;