Keywords: C46; C65; Econophysics; Financial markets; Abnormal returns; Contagion; Mixed Poisson process;
مقالات ISI (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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.
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: Random cash flow; Value measure; Utility indifference pricing; Normal mixture; G11; G32; C13; C46; C58;
Keywords: Housing prices; Inter-dependence; Multi-scale causality; Non-parametric copula test; Tail distribution; C14; C46; R31;
Keywords: C46; F38; G01; G32; Capital controls; Extreme value theory; Return-volume dependence;
Keywords: C13; C44; C46; G11; Portfolio theory; Investment; Estimation error; Multivariate analysis;
Keywords: C11; C46; Structural break; Bias reduction; Indirect estimation; Exact distribution; In-fill asymptotics;
Keywords: C46; C51; C52; Mode; Positive support; Normal scale mixture; Insurance losses; Risk measures; Heavy tailed distributions;
Keywords: C11; C46; I11; Dependent Dirichlet process; Episode treatment group; Markov chain Monte Carlo; Model comparison; Linear models;
Keywords: C43; C46; G32; Concentration measures; Value-at-Risk; Expected Shortfall; Concentration Profile; Gini index;
Keywords: Anti-cartel enforcement; Deterrence; Cartel overcharge; C46; K14; K21; L41;
Keywords: E31; G12; C46; C58; Oil, Bitcoin and gold; Diversifier, hedge and safe haven; Quantile-on-quantile regression; CoVaR;
Keywords: Panel data; Poverty dynamics; Resilience; Risk; C46; I32; O12;
Keywords: C11; C18; C21; C46; Bayesian inference; Partial identification; Misclassification;
Keywords: CO2 emission; Pareto; Size distribution; Zipf's law; C13; C46; Q54;
Keywords: Mortgage insurance; Stochastic default rate; Loan-to-value; C22; C46; G01; G12; G21;
Keywords: C02; C46; Multivariate distributions; Dependence; Pareto distributions; Default risk; Factor model; Weighted risk measures;
Keywords: C46; D31; I24; I26; J31; Salary compression; Faculty salaries; Order statistics; Stochastic dominance; Dagum distribution;
Keywords: Capital controls; Extreme value analysis; Financial crises; C46; F38; G01; G32;
Keywords: C22; Q43; C46; Nonlinearity; Energy market; Time series analysis; Crude oil prices;
Keywords: B52; C14; C46; L11; N15Firm size distribution; Evolutionary industry dynamics; Power-law distribution; China
Keywords: C58; C46; G11; Optimal portfolio; Maximum Sharpe ratio; Asymptotic distribution; Asymptotic normality; Short sales;
Keywords: C12; C18; C46; C52; Box-Cox transform; Gaussian stochastic process; Neglected nonlinearity; Power transformation; Quasi-likelihood ratio test; Trend exponent; Trifold identification problem;
Keywords: instantaneous liquidity; Marked duration; Temporal marked point process; Carbon market; C41; C46; G14; Q40;
Keywords: C13; C14; C18; C46; Correlation; Robust statistic; Outliers;
Keywords: D30; R12; C24; C46; China; City size; General Pareto; India; Lognormal; Pareto;
Keywords: C11; C46; Pearson distributions; Likelihood function; Posterior distribution; MCMC; Bayesian inference;
Keywords: 62J99; 62F10; 90B30; C46; C51; D24.; Production; Productivity; Efficiency; Scientific production; Frontier production models;
Keywords: G17; G01; C46; Financial time series; Bubbles and crashes; Nonlinear time series; Robustness; Log Periodic Power Law;
Keywords: C22; C46; C51; F31; F41; G15; G32; Wavelet decomposition; Oil prices; US dollar exchange rate; Dependence;
Keywords: C46; C51; G01; G21; G28; Early warning; Dependence; Correlation; Co-movement; Systemic risk; Extreme value theory; Generalized extreme value; Entropy; Financial contagion; Macroprudential surveillance;
Keywords: Multiplicative error model; Trading processes; Gaussian domain; DCC-GARCH; Liquidity riskC32; C58; C46
Where Gibrat meets Zipf: Scale and scope of French firms
Keywords: C46; L11; L25; Firm size distribution; Firm diversification; Pareto distribution; Zipf's law; International trade;
A note on optimal portfolios under regime-switching
Keywords: Portfolio selection; Regime-switching; Sharpe ratio; Stochastic dominance; C46; C58; G11;
Climate normals and weather normalization for utility regulation
Keywords: C46; Q41; Q48; Climate normals; Weather normalization; Rate cases; Utility regulation;
Internal or external devaluation? What does the EC Consumer Survey tell us about macroeconomic adjustment in the Euro area?
Keywords: C16; C46; D84; E31; E58; Inflation expectations; Anchoring; Macroeconomic adjustment mechanism; Euro crisis;
A Quadratic Kalman Filter
Keywords: C32; C46; C53; C57; Non-linear filtering; Non-linear smoothing; Quadratic model; Kalman filter; Quasi maximum likelihood;
Tail risk in energy portfolios
Keywords: Asymmetric DCC; Multivariate generalized hyperbolic distributions; Tail risk; Skewness; Risk measure backtests; C46; G11; Q41;
Lévy jump risk: Evidence from options and returns
Keywords: C22; C23; C46; G01; G12Lévy process; Discrete-time; GARCH; Option valuation; Risk premium
Measuring systemic risk-adjusted liquidity (SRL)-A model approach
Keywords: C46; C51; G01; G13; G21; G28; G58; Systemic risk; Liquidity risk; Net Stable Funding Ratio (NSFR); Extreme value theory; Financial contagion; Macroprudential policy; Liquidity regulation;
CVaR sensitivity with respect to tail thickness
Keywords: C46; G11; G17; Fat-tailed distributions; Regularly varying tails; Conditional value-at-risk; Marginal rebalancing; Asymptotic variability;
How unaware are the unskilled? Empirical tests of the “signal extraction” counterexplanation for the Dunning-Kruger effect in self-evaluation of performance
Keywords: 2220; 2340; 3040; 3120; C46; C91; C93; D01; D81; D83; D84; Calibration; Judgment errors; Performance evaluation; Metacognition; Self-evaluation; Overconfidence;
Keywords: C46; C58; G1Gold; Oil; Hedge; Safe haven; Copulas
Estimating the demand for gasoline in developing countries: Senegal
Keywords: Q33; Q40; Q48; C22; C46; C51; G32; F41; Gasoline demand; Oil; Food prices; Consumption; Elasticity; Income; Unemployment; Senegal;
Econometric modeling and value-at-risk using the Pearson type-IV distribution
Keywords: C01; C46; C5; Financial markets; Value-at-risk; GARCH model; Pearson type-IV distribution;
Modeling dependence dynamics through copulas with regime switching
Keywords: C15; C46; G15; Asymmetric dependence; Copulas; Markov switching; Bootstrap test;
Heterogeneity of Australian population mortality and implications for a viable life annuity market
Keywords: G22; G23; J11; C46; Longevity risk; Mortality heterogeneity; Frailty model; Markov ageing model; Physiological age; Annuity pricing;
Multivariate longitudinal modeling of insurance company expenses
Keywords: C33; C46; G22; IM01; IM20; Multivariate longitudinal model; Long-tail regression; Elliptical copula; Asymmetric Laplace distribution;
Robust estimation of covariance and its application to portfolio optimization
Keywords: C13; C18; C46; G11; Covariance; Robust estimation; Median;
Investment in new power generation under uncertainty: Benefits of CHP vs. condensing plants in a copula-based analysis
Keywords: C46; C61; D81; Q4; Combined heat and power; Real options; Investment under uncertainty; Copula function;
Maximum likelihood estimation of stochastic frontier models by the Fourier transform
Keywords: C13; C16; C46; Stochastic frontiers; Moment generating function; Characteristic function; Fast Fourier transform; Maximum likelihood; Generalized method of moments;