Keywords: Tourism; Terrorism; Jasmine revolution; Markov shifts; Persistence; Spurious long memory; Seasonality; Z32; Z38; C52; C24;
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: C14; C51; C52; Cross-validation; Local constant estimator; Local linear estimator; Model averaging;
Keywords: C11; C52; E32; E52; State space; Marginal likelihood; Bayesian model comparison;
Keywords: Forecast performance; Over-fitting; Cross-validation; Lottery choice; C52; C53; C91; D81;
Keywords: C22; C52; C53; Volatility forecasting; Realized volatility; Leverage effect; Economic policy uncertainty; Regime switching;
Keywords: C35; C52; D11; L93; Choice experiment; Generalized logit; Scale heterogeneity; Air travel;
Keywords: Sukuk; Buy and hold effect; Investment strategy; Rebalancing; Secondary market; C01; C49; C52; D49; G11; G15;
Keywords: C11; C15; C52; C58; Time variation; Output gap; Unemployment gap;
Keywords: C22; C32; C52; C53; Volatility forecasting; oil futures price; Large and small jumps; Predictive evaluation;
Keywords: Dispatched worker; Upward wage rigidity; Mean reversion; Persistent; Dynamic equilibrium; C23; C52;
Keywords: Historical decomposition; DY spillover; Granger causality; Networks; C32; C51; C52; G10;
Keywords: Volatility forecasts; Volatility elasticity; Price level effect; Leverage effect; Distribution effect; C52; C53; G15;
Keywords: Oil-stock correlation; Long-run correlation; Economic policy uncertainty; DCC-MIDAS model; E60; G10; C32; C52;
Keywords: Spot gold; Stock; MGARCH; Correlation; Volatility spillovers; G11; G12; C32; C52;
Keywords: E00; G12; C51; C52; Dynamic games; Partially observed state; Heterogeneous agents; Endogenous state; Serially correlated state; Particle filter;
Keywords: Emerging countries; Nonlinearities; Taylor rule; C13; C51; C52; E52; E58;
Keywords: Carbon price forecasting; Least squares support vector machine; Empirical mode decomposition; Particle swarm optimization; Kernel function prototype; C45; C52; C53; E37; Q47; Q56;
Keywords: Value at risk; GARCH; GAS; Quantile models; Energy commodities; C51; C52; C53;
Keywords: C13; C22; C52; C82; E22; E31; O53; Time series; Capital stocks; Growth; Cycles; China;
Keywords: C12; C52; Generalized empirical likelihood; Local misspecification; Robust specification test;
Keywords: C22; C52; Q43; Crude oil market; China stock market; Variational mode decomposition; Copula; CoVaR;
Keywords: C22; C52; C53; Volatility forecasting; Realized volatility; Combine forecasts; Forecasting evaluation;
Keywords: C12; C22; C52; C55; Diffusion model; Jump intensity; Jump size density; Tricity;
Keywords: C52; D81; E21; E44; G12; Distribution uncertainty; Expected stock returns; Differences of return distribution;
Keywords: C46; C51; C52; Mode; Positive support; Normal scale mixture; Insurance losses; Risk measures; Heavy tailed distributions;
Keywords: G17; C52; C14; L94; Q47; Volatility forecast; Heterogeneous autoregressive model; Volatility of realized volatility; Inverse leverage effect; Measurement errors; Electricity markets;
Keywords: Agent based model; Calibration; Machine learning; Surrogate; Meta-model; C15; C52; C63;
Keywords: Limit order book; Liquidity; Resilience; GLM; GAMLSS; C41; C52; D47;
Keywords: Value-at-Risk; Forecast combination; Quantile regression; Elastic net; Regularization; C51; C52; C53; G32;
Keywords: Q47; C32; C52; Crude oil volatility; Long memory; Markov switching; GARCH modelling; Volatility forecast;
Keywords: C52; C53; Q47; Natural gas prices; Stochastic process; Kalman filter; Risk premia; Valuation;
Keywords: G32; C33; C52; C58; Capital structure; Managerial experience; Trade-off theory; Upper-echelons theory; System GMM;
Keywords: Gold prices; Festivals; Gold jewelry; Gold price volatility; GARCH with covariates; News-magnifying model; C32; C51; C52; G14; G15; L70; Q02;
Keywords: C01; C12; C52; Matrix equality; Trace; Determinant; Arithmetic mean; Geometric mean; Harmonic mean; Sandwich covariance matrix; Eigenvalues;
Keywords: C22; C32; C52; C53; Volatility forecasting; Oil futures price; Realized range-based volatility; Jump; Jump intensity;
Keywords: C22; C51; C52; Q41; Energy demand; Gasoline; Ethanol; Compressed natural gas; Underlying energy demand trend (UEDT); Asymmetric price responses (APR);
Keywords: C21; C52; C63; R15; Spatial scan procedure; Spatial groupwise heteroskedasticity; Spatial variance clusters; Monte Carlo simulation; House prices; Madrid;
Keywords: C4; C52; F21; Portfolio diversification; Stock markets; US and UK investors; VAR-BEKK-GARCH model; Structural break; Portfolio management;
Keywords: C10; C52; Q20; Q51; Q57; Environmental attitudes; NEP scale; CVM; WTP; Coastal zones people perceptions;
Keywords: C52; C53; C55; Binary choice; Maximum score estimation; Best subset selection; â0-constrained maximization; Mixed integer optimization; Minimax optimality; Finite sample property;
Keywords: C22; C52; G12; E52; Equity indices; Monetary policy rate uncertainty; Option implied volatility; Realized volatility; Risk-free interest rates; Volatility forecasting;
Keywords: G12; C52; Asset pricing; CAPM; HML; SMB; Cross-sectional regression;
Keywords: C52; C53; C58; C63; G01; Q47; Turning point forecasting; WTI spot price; Log-periodic power law model; Multi-population genetic algorithm;
Keywords: C13; C21; C52; Model averaging; Model selection; Spatial autoregressive; Spatial econometrics;
Keywords: Minimum spanning tree; Non-stationarity; Asset price dynamics; Network analysis; Factor model; C18; G12; G17; C52;
Keywords: C22; C52; C53; F31; Exchange rates; Forecasting; Sovereign risk; CDS; Term structure models;
Keywords: C14; C22; C52; C53; G15; Stock market; Implied volatility; Volatility forecasting; Singular Spectrum Analysis; ARFIMA; HAR; Holt-Winters; Model Confidence Set; Model-averaged forecasts;
Keywords: C52; C13; C16; Noncausal process; Misspecification; Binding function; Non-nested hypotheses; Indirect inference; Encompassing;
Keywords: E1; E17; E32; E37; Q43; C52; Q6; Output; Energy price shock; Productivity shock; Great Recession; RBC; Unfiltered data;
Keywords: G12; G14; C51; C52; Nelson-Siegel factor-augmented model; Value-at-risk; Backtests; Conditional predictability;