Keywords: Oil futures curve; Inventory; Consumption; Implied volatility; VAR; Q40; C58;
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: C51; C53; C58; G17; Q47; Investor attention; Oil prices; Google search volume index; FGLS; Hybrid forecasting; Term structure;
Keywords: C12; C13; C58; Cointegrated system; Explosive process; Moderate deviations from unity; Double asymptotics; Real estate market;
Keywords: C32; C58; Q4; Volatility transmission; Crude oil; Equity sectors; Contagion; Realized volatility; Structural breaks;
Keywords: C32; C58; F36; G15; Correlation; DCC-MIDAS; GARCH; Volatility;
Keywords: East Asian bond markets; Bond market integration; Dynamic conditional correlation; Dynamic conditional variance decomposition; DCC-GARCH model; G12; C58; G15;
Keywords: Jumps; Return predictability; Systemic events; Variance risk premium; C58; G11; C14;
Keywords: F15; C32; C58; G1; Quantile regression; Financial fragility; Subprime crisis; Islamic stock markets; Conventional stock markets;
Keywords: C58; G15; F65; Global financial crisis; SNP-DCC model; GARCH; High-order moment spillovers; Tail dependence;
Keywords: C58; G01; G15; Islamic stock market; Conventional stock markets; Global risk factors; Return and volatility spillovers; Spillover index approach;
Keywords: G21; C58; Graphical network models; Islamic banking; Partial correlations; Systemic risk measures;
Keywords: Insolvency; Doubly stochastic poisson process; Insurance; Reinsurance; G22; C58;
Keywords: C; C1; C14; C5; C51; C58; G; G2; G20; Stochastic volatility; Hidden semimartingale model; Infill regression; Endogenous noise; Semiparametric volatility estimation;
Keywords: C22; C58; G10; Multiplicative Error Model; Volatility jumps; Bipower variation; Volatility-at-risk;
Keywords: C22; C58; Diffusion; Positive and null recurrences; Asymptotics; Limit distribution; Continuous time regression;
Keywords: C15; C22; C58; High-frequency data; Market microstructure noise; Non-synchronous data; Jumps; Realized measures; Integrated covariance; Wild bootstrap; Block bootstrap;
Keywords: C53; C58; C22; G12; Yield curve forecast; Risk management; Scenario simulation; Switching regimes;
Keywords: C12; C13; C14; C58; Microstructure; High-frequency tests; Statistical powers; Stable central limit theorems; Non-stationarity; Volatility; Liquidity;
Keywords: G01; G15; G2; G28; C58; C6; Systemic risk; Financial stability; Bibliometry; Financial; Measure;
Keywords: C58; F37; G11; G14; Oil prices; Stock markets; Risk spillovers; Copula; Variational mode decomposition; Delta CoVaR;
Keywords: C10; C58; Cholesky decomposition; Integrated covariance; Non-synchronous trading; Positive semidefinite; Realized covariance;
Keywords: C32; C58; G1; Islamic indexes; Conventional indexes; Volatility spillovers; Vector autoregression; Safe haven;
Keywords: C12; C58; Oil prices; Explosiveness; Fundamentals; Bubble; Speculation;
Keywords: Asset pricing model; Betting-against-beta factor; Quality factor; Investment factor; Profitability factor; G10; G12; G14; C58;
Keywords: C58; C13; G11; Value at risk; Diversification; Power law; Power-type copulas;
Keywords: Global minimum variance portfolio; Inverse covariance matrix; Regression hedge; Modified information ratio; G11; C58;
Keywords: G12; G14; G17; C58; Margin buying; Short selling; Informed trade; Undervaluation; VAR;
Keywords: C00; C58; G17; Asymmetry; Exchangeability; Copula; Diversification; Dependence modeling;
Keywords: Analysts' forecast dispersion; Limited market participation; Panel threshold model; D1; G1; C58;
Keywords: C58; G01; G11; Contagion; REIT; Granger causality test; Diversification; Subprime crisis; European sovereign debt crisis;
Keywords: Dynamic spillovers; Financial crisis; Spillover index; Nonferrous metal futures; C58; F37; G14; G15; Q31;
Keywords: C58; G11; Price shock transmission; Volatility spillovers; Time-varying structural vector autoregression model; Stochastic volatility;
Keywords: C31; C58; G13; G23; Commodity prices; Policy uncertainty; Equity markets; Wavelet analysis; Copulas;
Keywords: G02; G14; C53; C58; Anchoring; Implied volatility; Realized volatility; Asymmetric volatility; VIX; VXST;
Keywords: Trend; Structural break; Conditional heteroscedasticity; Unit root; Stock market; C12; C58; F30; G15;
Keywords: Capital estimation; Charge-off; Credit risk; Monte Carlo simulation; Unconditional capital; C58; G17; G21; G32;
Keywords: C58; High dimensionality; Robust inference; Rank statistics; Quantile statistics; Risk management;
Keywords: Q4; Q31; G1; D4; C02; C58; Crude oil market; Globalisation; Graph theory; Minimal spanning tree;
Keywords: Claim amounts; Temporal dependence; Generalized extreme value model; Value at risk; Backtesting; C22; C23; C52; C58; G22;
Keywords: C22; C58; G32; Q38; Q48; World oil price; China's coke price; ARJI-GARCH; Copulas;
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: C58; G13; Samuelson hypothesis of maturity effect; Stochastic volatility; Stochastic dominance;
Keywords: C58; C23; G15; Spatial correlation; Time-varying parameters; Systemic risk; European debt crisis; Generalized autoregressive scores;
Keywords: C58; C51; G12; G15; Absolute return and sign; Copulas; Nonlinear dependence; Return skewness and asymmetry; Asset pricing; International financial markets;
Keywords: C58; G10; G15; L61; Metals; Oil price; Spillover; Conditional value-at-risk; Copulas;
Keywords: C58; G18; H24; O53; Tax reform; Stock return volatility; Stock transaction tax; GARCH-type model; Realized volatility; Japan;
Keywords: G13; Q02; C58; Speculation; Commodity futures prices; Lead-lag relationships;
Keywords: C14; C53; C58; G17; G22; Prediction; Stock returns; Bond yield; Cross validation; Generated regressors;
Keywords: G12; G14; G17; C58; E32; E52; Return predictability; Data snooping; Nonsynchronicity; Technical analysis; Trading rule; Market efficiency;
Keywords: C51; C58; G01; G11; G15; European emerging markets; Sovereign rating; Financial contagion; Asymmetric power ARCH; Dynamic conditional correlation;