دانلود مقالات ISI درباره C51 + ترجمه فارسی

Semiparametric estimation of Markov decision processes with continuous state space

Keywords: C13; C14; C51; Discrete Markov decision models; Kernel smoothing semiparametric estimation; Well-posed inverse problem;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2012 سفارش ترجمه

Econometric measures of connectedness and systemic risk in the finance and insurance sectors

Keywords: Systemic risk; Financial institutions; Liquidity; Financial crises; G12; G29; C51;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2012 سفارش ترجمه

Diversification evidence from international equity markets using extreme values and stochastic copulas

Keywords: C51; G15; G32; Conditional extreme value theory; Dependence structure; International financial markets; Risk management; Time-varying copula;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2012 سفارش ترجمه

An anti-ideal point representation of economic discrete choice models

Keywords: C50; C51; Discrete choice; Mixed logit; Anti-ideal point; Large choice set;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2011 سفارش ترجمه

Regime-switching factor models in which the number of factors defines the regime

Keywords: C32; C51; C53; Dynamic factor analysis; Covariance matrix estimation; Correlation matrix estimation;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2011 سفارش ترجمه

Home bias and the persistence of real exchange rates

Keywords: F31; C22; C51; Home bias; Real exchange rates; Half-life; Local projections;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2011 سفارش ترجمه

Uncertainty in the public debt market and stochastic long-run growth

Keywords: C32; C51; H50; H63; O40; Public debt management; Stochastic optimal control; Endogenous growth; BEKK-GARCH-M model;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2011 سفارش ترجمه

Variance dynamics: Joint evidence from options and high-frequency returns

Keywords: C13; C51; G12; G13; Return variance dynamics; Variance risk premium; Options; Variance swap rates; High-frequency returns; Market microstructure; Realized variance; Quadratic variation; Time-changed Lévy processes;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2011 سفارش ترجمه

Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums

Keywords: C02; C44; C51; D81; Insurance premium; Weighted premium; Weighted distribution; Log-supermodularity; Supermodularity; Submodularity; Likelihood ratio order; Total positivity of order 2; Esscher premium; Conditional tail expectation; Kamps premium; Wang pr

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2011 سفارش ترجمه

How do crude oil prices co-move?: A copula approach

Keywords: C22; C46; C51; F41; G32; Crude oil prices; Copulas; Tail dependence; Co-movement;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2011 سفارش ترجمه

Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa

Keywords: C51; C52; E52; E58; Monetary policy preferences; Target zones; Asymmetries;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2011 سفارش ترجمه

Regime-shifts and post-float inflation dynamics of Australia

Keywords: C5; C22; C51; C50; E0; E3; Markov Regime-Switching Heteroscedasticity (MRSH); Inflation uncertainty; Friedman paradigm; Keynesian-Mundell-Fleming model; Intertemporal optimization;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Detecting time-variation in corporate bond index returns: A smooth transition regression model

Keywords: C51; E23; G10; Corporate bond index returns; Smooth transition regression model; Model selection;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

The impact of the European Union emission trading scheme on the electricity-generation sector

Keywords: C14; C32; C51; Q49; Q58; Carbon emission trading; Multivariate GARCH models; Structural breaks; Non-parametric approach; Energy prices;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Market liquidity as dynamic factors

Keywords: C33; C51; G10; Commonality; Liquidity; Equities; Factor models; Block structure;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Mixture models of choice under risk

Keywords: C15; C29; C51; C87; C91; D81; Expected utility theory; Maximum simulated likelihood; Mixture models; Rank dependent expected utility theory; Heterogeneity;

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

Value at Risk and Expected Shortfall for large portfolios

Keywords: C22; C51; C53; D40; G00; G10; Demand; Supply; Liquidity risk; Limit order book; Bank; Sweden;

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

The macrodynamics of financial fragility within a hard peg arrangement

Keywords: G01; C51; C62; F34; E52; Currency board; Financial crisis; Monetary policy; Continuous time econometrics; Stability; Sensitivity;

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

Econometric analysis of jump-driven stochastic volatility models

Keywords: G12; C51; C52; Lévy process; Method-of-moments; Power variation; Quadratic variation; Realized variance; Stochastic volatility;

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

A family of empirical likelihood functions and estimators for the binary response model

Keywords: C13; C14; C25; C51; Binary response models and estimators; Conditional moment equations; Cressie-Read family of likelihood functions; Information theoretic methods; Minimum power divergence; Minimum discrimination information;

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

Aggregate infrastructure capital stock and long-run growth: Evidence from Finnish data

Keywords: h54; c11; c51; Aggregate infrastructure capital stock; Bayesian methods; Long-run output growth;

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

Bayesian multivariate Poisson models for insurance ratemaking

Keywords: IM11; IB40; C51; Multivariate Poisson regression models; Zero-inflated models; Automobile insurance; MCMC inference; Gibbs sampling;

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

Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities

Keywords: G12; G13; C51; C52; Stochastic volatility risk premium; Model-free implied volatility; Model-free realized volatility; Black-Scholes; GMM estimation; Return predictability;

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

Evaluating alternative methods for testing asset pricing models with historical data

Keywords: C51; C52; G12Beta pricing models; Stochastic discount factor; Pricing errors; Evaluation of factor models

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

Structural models, information and inherited restrictions

Keywords: C15; C18; C51; C52; Qualitative analysis; Structural form; Reduced form; Identification; Entropy; Model falsification;

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

A New Keynesian SVAR model of the Australian economy

Keywords: C32; C51; E52; E58; SVAR model; New Keynesian; Rational expectations; Impulse response function; Empirical puzzles;

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

Cross hedging single stock with American Depositary Receipt and stock index futures

Keywords: C32; C51; G15; G17; Single stock hedging; American Depositary Receipt; GARCH model; Regime switching;

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

Nonlinear interest rate reaction functions for the UK

Keywords: C51; C53; E43; E52; E58; Interest rate reaction functions; Smooth transition regression model; Monetary policy;

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

How do exchange rates co-move? A study on the currencies of five inflation-targeting countries

Keywords: F31; C32; C51; Exchange rate correlation; Interest rate differentials; ADCCE model; Inflation-targeting countries;

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

Global identification of risk preferences with revealed preference data

Keywords: C51; C52; D21; D81; Q12; Risk; Risk preferences; Identification; Stochastic technology;

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

The impact of legacy status on undergraduate admissions at elite colleges and universities

Keywords: C51; I23Legacy; College admissions; Selective colleges; Conditional logistic regression; Admissions preferences

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

A characterization of vector autoregressive processes with common cyclical features

Keywords: C32; C51; C52; Multiple time series; Common cycles; Cointegration; I(1); I(2);

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

New models of trader beliefs and their application for explaining financial bubbles

Keywords: C51; E31; Behavior; Bubbles; Adaptive expectation; Bounded rational expectation; Price-to-earnings ratio; Forecast-to-earnings ratio;

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

Non-parametric and semi-parametric asset pricing

Keywords: C14; C51; G12; Asset pricing; Kernel regression; Risk measures; Semi-parametric models; Non-parametric models;

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

Functional data analysis for volatility

Keywords: C14; C51; C52; G12; G17; Diffusion model; Functional principal component; Functional regression; High frequency trading; Market returns; Prediction; Volatility process; Trajectories of volatility;

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

Subjective model selection rules versus passive model selection rules

Keywords: C51; C52; D24; Subjective model selection rule; Passive model selection rule; Regularity; Globally flexible functional form;

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

Policy analysis in real time using IMF's monetary model

Keywords: C51; E41; E47; F17; Real time data; Data and model uncertainty; IMF; Financial programming;

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

Money demand in China and time-varying cointegration

Keywords: E41; C51; Money demand; Time-varying coefficient; Cointegration; Canonical cointegration regression; Chinese economy;

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

An empirical model for Japan's business fixed investment

Keywords: C32; C51; E22; Business fixed investment; Term spread; Cointegration; Weak and super exogeneity; Equilibrium correction model;

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

Realized Laplace transforms for estimation of jump diffusive volatility models

Keywords: C51; C52; G12; Jumps; High-frequency data; Laplace transform; Stochastic volatility models;

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

Financial integration and portfolio investments to emerging Balkan equity markets

Keywords: C51; G11; G15; F36; O16Market comovements; Dynamic cointegration; Causality effects; Portfolio diversification; Balkan equity markets

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

Education and economic growth in Pakistan: A cointegration and causality analysis

Keywords: C13; C51; I21; N1; O51; O53Education; Economic growth; Causality; Cointegration

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

Macro-econometric modelling for the Nigerian economy: A growth-poverty gap analysis

Keywords: C51; C53; C32; E20; P46; Macro-econometric modelling; Economic growth; Poverty; Nigeria;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

A structural dynamic microsimulation model of household savings and labour supply

Keywords: C51; C61; C63; H31; Dynamic programming; Savings; Labour supply; Taxes and benefits;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

A two-step estimator for large approximate dynamic factor models based on Kalman filtering

Keywords: C51; C32; C33; Factor models; Kalman filter; Principal components; Large cross-sections;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2011 سفارش ترجمه

Infinite-dimensional VARs and factor models

Keywords: C10; C33; C51; Large N and T panels; Weak and strong cross-section dependence; VARs; Spatial models; Factor models;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2011 سفارش ترجمه

A macroeconometric framework for monetary policy evaluation: A case study of Pakistan

Keywords: C51; C53; C54; E43; E51; E52; E58; Construction/estimation of monetary sector model (C51); Quantitative policy modeling (C54); Monetary policy (E52); Money supply (E51); Interest rate determination (E43); Central Banks and their policies (E58); Forecastin

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2011 سفارش ترجمه

The impact of nonlinearities for carbon markets analyses

Keywords: C32; C51; Q40; Q54; Carbon Prices; Energy Prices; Nonlinearity; TVAR; MSVAR; C32; C51; Q40; Q54; Prix du carbone; prix des énergies; nonlinéarité; TVAR; MSVAR;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2011 سفارش ترجمه