Keywords: Stock markets; Economic uncertainty; Predictability; Quantile regression; C22; C53; E60; G10;
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: C32; C53; E60; Q02; Gold returns; Gold volatility; Causality; Nonparametric quantile regression; Uncertainty;
Keywords: Data frequency; Leverage effect; Mixed data sampling; Models ranking; Volatility proxy; C22; C52; C53; G32;
Keywords: Electricity spot price; Forecasting; Day-ahead market; Long-term seasonal component; C14; C22; C51; C53; Q47;
Keywords: Copula function; Sharpe ratio; Vector AutoRegressive models; C13; C22; C53; G11;
Keywords: C53; E37; Directional analysis; Multi-horizon forecast; Forecast evaluation; Market-timing test;
Keywords: C52; C53; E01; E27; Nowcasting; GDP; Data revisions; Greece;
Keywords: C15; C24; C53; G30; Private information; Self-selection; Sample selection; Omitted variables;
Keywords: G02; G14; C53; C58; Anchoring; Implied volatility; Realized volatility; Asymmetric volatility; VIX; VXST;
Keywords: Electricity price spikes; Multivariate binary choice models; Copulas; Vector autoregression; C32; C35; C53; Q41; Q47;
Keywords: C33; C51; C53; Q41; Electricity demand; Temperature effect; Temperature response function; Cross temperature response function; Electricity demand in Korea;
Keywords: C22; C53; C11; E31; Bayesian shrinkage; Inflation forecast combination; Internal forecasts; Rolling window estimation; Recursive window estimation;
Keywords: C53; D82; E37; Inflation rate; Forecasting; Loss function; Rationality;
Keywords: Money demand; Structural breaks; State-space model; Structural VAR analysis; C15; C53; E41; E47;
Keywords: C53; E31; G22; G32; Separation method; Claims inflation; Regression analysis; Simulation; Vasicek;
Keywords: C32; C52; C53; Joint inference; Shotgun plots; Confidence bands; Impulse response shapes; Bootstrap; Degenerate limiting distribution;
Keywords: C51; C53; Z32; Modelling; Forecasting; Tourism demand; Artificial neural networks; Mozambique;
Keywords: Bayesian forecasting; Dynamic model averaging; DMA; Dynamic model selection; DMS; Forecasting oil price; Oil price; Predicting oil price; Spot oil price; Time-varying parameters; C32; C53; C58; G17; Q31; Q47;
Keywords: C33; C51; C53; Q41; Semiparametric panel regression; Partially linear functional coefficient model; Elasticity of electricity demand;
Keywords: Q47; Q43; C53; Oil price predictability; Technical indicators; Macroeconomic variables; Out-of-sample forecasts; Business cycle;
Keywords: C13; C32; C53; E17; Asymptotic theory; Kalman filter; Nowcasting; State space;
Keywords: E52; C53; C82; Dynamic factor model; GDP; Nowcasting; Real-time data;
Keywords: C51; C53; C55; G22; Cox process; Shot noise; Insurance claims counts; Markov chain Monte Carlo; Filtering;
Keywords: F14; C68; I32; C53; Poverty; Trade liberalisation; Computable general equilibrium model; Microsimulation; Income distribution; South Asia; Sri Lanka;
Keywords: C15; C22; C51; C53; G17; O13; Q47; Oil; Wti; Brent; Generalized sup ADF test; LPPL; Bubble;
Keywords: G12; G02; C53; Shipping investor sentiment; Stock return predictability; Out-of-sample forecast performance;
Keywords: C35; C53; E44; F36; G15; Sovereign bond spreads; Contagion; Granger-causality; Time-varying approach; Euro area; Logit model;
Keywords: C14; C53; C58; G17; G22; Prediction; Stock returns; Bond yield; Cross validation; Generated regressors;
Keywords: E17; C53; Forecasting; Survey data; Density forecasting; Disagreement; Uncertainty;
Keywords: C53; C61; F17; L73; O13; Q17; Q23; Forest sector modeling; Internet; Newsprint; Paper; Pulp; Trade;
Keywords: C11; C13; C33; C53; Large datasets; Multivariate Autoregressive Index models; Reduced rank regressions; Bayesian VARs; Factor models; Forecasting; Structural analysis;
Keywords: C22; C51; C53; C58; Realized volatility; Forecasting; Measurement errors; HAR; HARQ;
Keywords: C11; C22; C32; C53; E47; Bayesian econometrics; Inflation forecasts; State space models; Stochastic volatility; Student's-t errors; Time varying parameters;
Keywords: C53; O30; Q47; Forecasting; Technological progress; Moore's law; Solar energy;
Keywords: C13; C53; Stochastic catastrophe; Housing market; Instability; Multiple equilibria;
Keywords: C53; E43; G17; Macro-finance; Term structure of interest rates; Stochastic volatility; MCMC; Non-affine; factor models;
Keywords: Density prediction; Dynamic Nelson-Siegel; Predictive likelihood; Bayesian MCMC estimation; C11; C53; E43; E47;
Keywords: C53; E52; F31; F37; G17Exchange rate forecasting; Taylor rules; Time-varying parameters; Bayesian methods
Keywords: Realized volatility; Volatility forecasting; Value-at-risk; GARCH; ARFIMA; HAR; C22; C52; C53; C58; G32;
Keywords: C52; C53; C22; Crude oil prices; GARCH; Multifractal processes; Superior predictive ability test; Encompassing test; VaR;
Keywords: Bond indexing; Dynamic policy selection; Kalman filter; Out-of-sample evaluation; Portfolio optimization; Yield curve forecasts; C53; E43; G17;
Keywords: C10; C53; G32; Model risk; Capital requirements; Value-at-Risk; Expected Shortfall;
Keywords: C22; C53; G1; Markov switching; Return-volatility relationship; Stock return dynamics;
Keywords: C53; C58; G01; G21; Islamic finance; Value at risk; Expected shortfall; Capital structure;
Keywords: C53; E31; E32; E37; Bayesian estimation; DSGE models; Financial frictions; Forecasting; Great Recession; Linear prediction pools;
Keywords: C11; C15; C53; E17; G11; Commodity prices; Equity prices; Correlation; Bayesian DCC; Multi asset class investment;
Keywords: C14; C22; C53; G32; Bootstrap; Conditional expected shortfall; Conditional Value-at-Risk; Nonlinear time series; Quantile regression; Semiparametric methods;
Keywords: F31; C53; G15; Foreign exchange; Technical analysis; Trading rules; Data-snooping bias;
Keywords: C22; C52; C53; E17; F31; G17; Empirical heterogeneous agent model; Forecasting; State-space modelling; Model combination; Exchange rate predictability; Financial crisis;
Keywords: E32; E37; E44; C32; C53; Uncertainty shocks; Credit spread; Recessions; Smooth-transition vector autoregression; Dynamic factor analysis;