Keywords: C02; C40; C50; Pairs trading; Market neutral; Mean reversion; Co-integration;
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: Energy convergence; Unit root test; C50; Q40;
Keywords: Q43; Q48; C50; Industrial electricity consumption; Human capital investment; Heterogeneous panel causality; Chinese cities;
Keywords: C12; C13; C50; Delta method; Numerical differentiation; Directional differentiability;
Keywords: C50; D74; F23; N40; O55; Capital flight; Military expenditure; Terrorism; Africa;
Keywords: Oil price; Islamic stocks; Sectoral; Non-linear ARDL; C22; C50; F30; G10; G12; Q43;
Keywords: C14; C32; C50; G11; G15; Averaging forecasts; Combining forecasts; Heterogeneous autoregressive; Intra-day data; Long memory; Model confidence set; Predictive ability; Realized volatility; Ultra-high frequency;
Keywords: Covariance forecasting; High-frequency data; Implied volatility; Asset allocation; Risk-return trade-off; C50; C58; G11; G12;
Keywords: Energy convergence; Unit root test; Australia; C50; Q40;
Keywords: C32; C50; E24; Labor reallocation; Unemployment; Sectoral shifts;
Keywords: C22; C50; E31; F30; G1; Gold; Inflation; Money supply; Cointegration; Time-varying cointegration;
Keywords: F30; G15; G24; C50; CDS spreads; Credit ratings; Emerging markets; Spillover effects; GVAR;
Keywords: C50; E44; G14; G15; Scheduled macroeconomic announcements; Foreign exchange rates; Speed of news impact; Persistence of news impact;
Keywords: C32; C50; E31; E44; G1; N1; Conditional correlation; GARCH; Inflation and stock price comovement; US economy;
Keywords: C50; E32; E44; DSGE models; Bayesian estimation; News shocks; Local identification; Business cycles; Forward guidance;
Keywords: C50; O18; O43; Q50; R11; Urbanization; Environmental degradation; CO2 emissions; Democracy; Bureaucratic quality; Panel cointegration;
Keywords: C14; C32; C50; G11; G15; ARFIMA model; HAR model; Intra-day data; Predictive ability; Realized volatility; Ultra-high frequency modelling;
Keywords: C13; C15; C50; F30; F44; Realized volatility; Jumps; The leverage effect; HAR modelling and forecasting; International equity markets;
Keywords: Q43; Q40; C50; O11; N75; E1; Energy-growth nexus; Human capital; Cross-sectional dependence; China; Provincial panel;
Keywords: Bootstrapping; Regressor classification; DWH orthogonality tests; Test implementation; Test performance; Simulation design; C01; C12; C15; C50;
Keywords: B41; C18; C22; C32; C50; Mean lag; Autoregressive distributed lag model; Error correction model;
Keywords: C22; C50; E43; E44; Markov-switching variance models; Structural; Changes; Non-linear dynamics; Long-term bond yields;
Keywords: C22; C50; Q40; Q43; Gold; Oil price; Persistence; Spillover effect; Volatility modelling; West Texas Intermediate market;
Keywords: Alcohol; Income; Endogeneity; Selection bias; Multinomial logit; C30; C40; C50; I10; I18; I30;
Keywords: C50; D74; F23; N40; O55; Africa; Capital flight; Foreign capital; Terrorism; Violence;
Keywords: C50; C58; D10; D14; G21; R20; R32; R51; Reverse mortgage; Random death time; House bequest motivation; Participation desire; Stochastic house prices; Decision rule;
Keywords: Correlation of volatilities; Intra-day data; Realized volatility; Sampling frequency; Ultra-high frequency; Volatility signature plot; C14; C32; C50; G11; G15;
Keywords: L41; L93; C50; Air transport; Canary Islands; Entry and exit; Difference in difference;
Keywords: C50; L86; O34; Software piracy; Copyright; Intellectual property rights;
Keywords: Gravity; Structural estimation; Poisson-PML estimator; F10; F15; C13; C50;
Keywords: Earnings management; Gender diversity of boards; Financial reporting; C50; M10; M41; M40; J16;
Keywords: Q40; Q41; Q43; C50; C51; C22; Energy intensity; Asymmetric effects; Absorptive capability; Nigeria;
Keywords: C32; C50; E51; E52; F41; Rapid credit growth; Emerging Asia; SVAR; Bayesian estimation; Sign restrictions;
Keywords: C32; C50; Price of fine wine; GDP; Granger causality test; Forecast;
Keywords: C22; C13; C14; C50; Markov switching model; Long memory; Changes in mean;
Keywords: C50; E27; E58; Macro-econometric models; Policy simulation; Nigerian economy;
Keywords: C50; F31; G15; Dynamic conditional correlation; GARCH; Exchange rates; European financial crises;
Keywords: F31; G15; G10; C50; G12; G02; G01; E43; Foreign exchange risk; Time-varying risk; Exchange rate risk pricing; Canadian equity market; Rolling window regression; Asset pricing; Herding behavior; Cointegration;
Keywords: C50; C58; Bias correction; Implied volatility; Kernel estimator; Pricing errors;
Keywords: C14; C50; C53; G17; Local monotonicity; Bagging; Asymptotic mean squared errors; Second order stochastic dominance; Equity premium prediction;
Keywords: Conditional variance; Conditional correlations; Interest rate; Capital asset pricing model; Sequential conditional correlationsG10; G19; C50
Keywords: C32; C50; C58; Change point; Functional data; Integrated time series; Intraday price curves; Test of stationarity;
Keywords: C50; G11; G32; Model risk; Value-at-risk; Backtesting;
Keywords: C32; C50; C52; C53; C58; Realized volatility; Bipower variation; Jump tests; Factor models; Volatility forecasting; Model selection;
Keywords: C50; C72; D64; Social preferences; Dictator game; Stochastic choice; Estimation; Cross validation; Prediction;
Keywords: I18; C50; Hospital performance; Mortality rates; Readmission rates; Sample selection; Hip fractures;
Keywords: VAR; PVAR; Unconventional monetary policy; Housing markets; Sign restrictionsR00; R30; C50
Keywords: C15; C50; G17Volatility; GARCH; Financial crisis
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach
Keywords: C32; C50; F42; Dynamic connectedness; TVP-VAR; Spillover decomposition;
Identifying systemic important markets from a global perspective: Using the ADCC ÎCoVaR approach with skewed-t distribution
Keywords: Systemic risk contribution; Global financial crisis; ADCC; CoVaR; C30; C50; G10;