Keywords: C53; C22; C58; C52; C32; Forecast evaluation; Realized variance; Volatility; Jumps; Semimartingale;
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: C52; C53; D03; M21; Model screening; Model averaging; Big data analytics;
Keywords: I10; I11; I18; C33; C52; Efficiency of public hospitals; Health transformation program; Data envelopment analysis; Structural change; Model evaluation; Part-time work; Data envelopment analysis; Linear programming;
Keywords: E60; G10; C32; C52; DCC-MIDAS model; Structural break; Economic policy uncertainty; Long-term correlation;
Keywords: C22; C52; C55; Volatility forecasting; Oil futures price; Realized range-based volatility; Volatility of realized range-based volatility; Model confidence set;
Keywords: C45; C52; C53; Q47; E37; C63; Crude oil price forecasting; Deep learning; Ensemble learning; Stacked denoising autoencoder; Bagging; Multivariate forecasting;
Keywords: C52; G10; G18; Economic policy uncertainty; Financial stress; Empirical mode decomposition; BEKK-GARCH; Multi-scales; Dynamic correlation;
Keywords: C12; C52; J18; Traffic safety; Economic analysis; Louisiana; Motor vehicle; Negative binomial model;
Keywords: C52; C93; D12; H42; Q25; Design replication; Program evaluation; Matching; Panel data; Water conservation;
Keywords: C52; O38; O55; P37; CO2 emissions; ICT; Economic development; Africa;
Keywords: Environmental attitudes; NEP scale; CVM; WTP; Biodiversity; Conservation; C10; C52; Q20; Q51; Q57;
Keywords: C22; C52; C58; G22; Claims reserving; Time varying copula models; Generalized autoregressive conditional sinistrality model; Simulation method; Solvency capital requirement;
Keywords: C52; L92; R14; R23; R42; Property value; BRT infrastructure; Colombia; Advanced econometric techniques; Unbiased specification;
Keywords: C52; E58; G21; G28; Banking crises; Logit; Capital adequacy; Interest rate liberalization; Economic freedom indexes;
Keywords: Energy markets; Electricity prices; Roughness; Fractals; Mean reversion; Multi-factor modeling; Forecasting; C22; C51; C52; C53; Q41;
Keywords: Bankruptcy prediction; Machine learning; Support vector machines; Boosting; Bagging; Random forest; C45; C52; C63; G33; L25;
Keywords: Monte Carlo method; Renewable energy; Risk analysis; Mechanism for reallocation of energy; Portfolio optimization; C10; C51; C52; C53; C63; Q40;
Keywords: C22; C52; C55; Volatility forecasting; Realized range-based volatility; Dynamic model averaging; Combined models;
Keywords: C22; C51; C52; G13; Volumetric risk; Spot electricity price; Wind power production; Time-varying copula model; Risk management; Correlation risk;
Keywords: Change-point tests; Correlation breaks; Dynamic conditional correlation (DCC); Multivariate GARCH models; Spurious conditional correlation; C12; C52; G01; G11;
Keywords: American options; Early exercise premium; Hyper-exponential jump-diffusion model; Maturity randomization; Jump-diffusion disentanglement; G01; G12; G13; C51; C52; C61;
Keywords: Models validation; Agent-based models; Causality; Structural vector autoregressions; C32; C52; E37;
Keywords: Pobreza; Desarrollo Económico; EconometrÃa; Programas Sociales de Transferencias Monetarias Condicionadas; PolÃtica Social; Bienestar Social; Modelo Propensity Score Matching; Poverty; Economic Development; Econometrics; Social Programs of Conditional
Keywords: C22; C52; E41; ARDL modelling; Inflation targeting; Money; Stability of the money demand function; Monetary policy for price stability; SVAR modelling; Thailand;
Keywords: C14; C52; D84; E37; Expectations; Inflation; Imperfect information; Rational inattention; Expectativas; Inflação; Informação imperfeita; Inatenção racional;
Keywords: C11; C15; C32; C52; R20; R32; Graphical models; House price diffusion; Spatial dependence; Spillover effect;
Keywords: C12; C13; C33; C52; G10; Large threshold factor model; Least squares estimation; Model selection; Linearity testing; Connectedness;
Keywords: Financial stability; Wholesale funds; Balance sheet; Logistic regression; Bayesian Model Averaging; C11; C52; C53; G01; G21;
Keywords: Habit formation; Exhaustible resource; Risk pricing; Short-run risk; Long-run risk; Energy prices; Q30; G12; Q4; C52;
Keywords: Keynesian liquidity trap; Threshold-VAR; Monetary and financial cliometrics; Great Depression; Great Recession; B22; C52; E52; N12; N22;
Keywords: C13; C52; F21; F36; G15; Currency market integration; Currency linkages; South Asia; SAARC; Time varying copula; Diebold and yilmaz;
Keywords: C22; C52; E50; G21; Bank loan; Small scale industry; Production efficiency; Returns to scale;
Keywords: Bayesian estimation; Interest rate rules; Optimal monetary policy; Great moderation; E58; E32; C11; C51; C52; C54;
Keywords: C32; C52; C53; Cointegration; Error correction model; Model averaging; Pre-testing; Time-varying variance;
Keywords: F31; F3; D4; C15; G10; G11; G12; G15; G20; G30; G32; C52; C61; Liquidity; Flight to liquidity; Economic growth; Commodity; Gold; the Dollar; Granger causality; Nonlinear cointegration; STAR;
Keywords: C51; C52; G12; Bootstrap; High-frequency data; Jumps; Regression; Semimartingale; Specification test; Stochastic volatility;
Keywords: C32; C51; C52; E10; E30; Inflation; Output growth; Inflation uncertainty; Output uncertainty; South Asia;
Keywords: Q41; Q43; Q47; C51; C52; C53; Oil prices; Forecasting; Least Absolute Shrinkage and Selection Operator (LASSO); Mean Squared Prediction Error (MSPE); Success ratio;
Keywords: E43; G12; C51; C52; Affine term structure models; Identification; Affine transformation;
Keywords: C22; C52; Q43; Crude oil market; Volatility forecasting; GARCH-MIDAS; Dynamic model averaging method;
Keywords: C12; C22; C52; Specification tests; Count data; Dynamic discrete choice models; Conditional probability integral transform;
Keywords: C51; C52; G12; G14; Strategic liquidity trading; Market efficiency; Mixture of distribution hypothesis; Information-based trading; Extended Kalman Filter;
Keywords: G13; C14; C52; Nadaraya-Watson estimator; Option pricing; Implied volatility estimators; Smoothing;
Keywords: C12; C32; C38; C52; Factor model; Out-of-sample forecasts; Recursive estimation;
Keywords: C14; C18; C31; C35; C52; Z13; Rationalization; Identification; Discrete game; Social interactions; Global games;
Keywords: C33; C35; C51; C52; O3; Research and development; Patent count panel data; Dynamic conditional score; Quasi-maximum likelihood;
Keywords: E32; C51; C52; Search and matching frictions; Matching efficiency; Reallocation shocks;
Keywords: C13; C23; C52; Asymptotic risk; Fixed effects; Hausman pretest; Panel data; Random effects; Stein estimator;
Keywords: Data frequency; Leverage effect; Mixed data sampling; Models ranking; Volatility proxy; C22; C52; C53; G32;
Keywords: C22; C52; G15; Q02; Gold; Inflation; Hedging; Interrupted Markov-Switching Cointegration;