Keywords: ناسازگاری مشروط; C32; E44; E52; G12Conditional heteroskedasticity; Identification; Monetary policy; Stock return; Structural vector autoregression
مقالات ISI ترجمه شده ناسازگاری مشروط
مقالات ISI ناسازگاری مشروط (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: ناسازگاری مشروط; C22; Autoregression; Asymptotics; Conditional heteroskedasticity; Generalized least squares; Explosive process;
Keywords: ناسازگاری مشروط; C14; C23; E24; Conditional heteroskedasticity; Nonparametric identification; Earnings risk;
Keywords: ناسازگاری مشروط; C12; C13; C21; Conditional heteroskedasticity; HC standard errors; Weighted least squares;
Keywords: ناسازگاری مشروط; Asymmetries; Nonlinearities; Neural networks; Jackknife out-of-sample forecasts; Stable distributions; Conditional heteroskedasticity; Long memory; Business cycle fluctuations; Monetary policy; C22; C45; E32;
Keywords: ناسازگاری مشروط; C22; F31; F37; G12; G15; Stock return; Chinese stock market; Conditional heteroskedasticity; Leverage effect; Regime persistence;
Keywords: ناسازگاری مشروط; Dynamic seasonality; Financial time series; GARCH models; Conditional heteroskedasticity; Model selection
Keywords: ناسازگاری مشروط; Model specification; Conditional heteroskedasticity; Lagrange multiplier test; Time-varying unconditional variance; Long financial time series; Volatility persistenceC12; C22; C51; C52; C53
Keywords: ناسازگاری مشروط; C12; C13; C22; C51; Conditional heteroskedasticity; Nonlinear time series; Maximum likelihood estimation; Iterative algorithm; Time-varying parameter model;
Keywords: ناسازگاری مشروط; G13; G10; G12; Implied volatility; Volatility smile; Variance risk premium; GARCH; Conditional heteroskedasticity;
Structural vector autoregressions with heteroskedasticity: A review of different volatility models
Keywords: ناسازگاری مشروط; Structural vector autoregression; Identification via heteroskedasticity; Conditional heteroskedasticity; Smooth transition; Markov switching; GARCH;
Inference for the autocovariance of a functional time series under conditional heteroscedasticity
Keywords: ناسازگاری مشروط; 62M10; Autocovariance; Conditional heteroskedasticity; Functional data;
R-estimation in semiparametric dynamic location-scale models
Keywords: ناسازگاری مشروط; C13; C14; C22; Conditional heteroskedasticity; Distribution-freeness; Discretely observed Lévy processes; Forecasting; R-estimation; Realized volatility; Skew-t family;
Testing for identification in SVAR-GARCH models
Keywords: ناسازگاری مشروط; C32; Structural vector autoregression; Conditional heteroskedasticity; GARCH; Identification via heteroskedasticity;
Inference in VARs with conditional heteroskedasticity of unknown form
Keywords: ناسازگاری مشروط; C30; C32; VAR; Conditional heteroskedasticity; Mixing; Residual-based moving block bootstrap; Pairwise bootstrap; Wild bootstrap;
Residual-based rank specification tests for AR-GARCH type models
Keywords: ناسازگاری مشروط; C22; C32; C51; C52; Conditional heteroskedasticity; Linear and quadratic residual autocorrelation tests; Model misspecification test; Nonlinear time series; Parameter constancy; Residual symmetry tests;
GARCH-based put option valuation to maximize benefit of wind investors
Keywords: ناسازگاری مشروط; Wind investments; Put options; ARIMA-GARCH; Conditional heteroskedasticity; Empirical Martingale Simulation;
On the choice of test for a unit root when the errors are conditionally heteroskedastic
Keywords: ناسازگاری مشروط; Unit root test; Conditional heteroskedasticity; ARCH
Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
Keywords: ناسازگاری مشروط; Conditional heteroskedasticity; Heavy tails; Weak identification; Parametric bootstrap; Monte Carlo p-value; Projection technique
Local GMM estimation of time series models with conditional moment restrictions
Keywords: ناسازگاری مشروط; C13; C22; G12; Conditional moment restriction; Local GMM; Higher-order expansion; Conditional heteroskedasticity;
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
Keywords: ناسازگاری مشروط; C22; Asymptotic distribution; Autoregression; Conditional heteroskedasticity; Generalized least squares; Least squares;
Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
Keywords: ناسازگاری مشروط; C12; C13; C22; Conditional heteroskedasticity; Efficiency of estimators; Quasi maximum likelihood estimation;
Forecasting electricity prices and their volatilities using Unobserved Components
Keywords: ناسازگاری مشروط; Conditional heteroskedasticity; Dynamic factor analysis; Iberian market; Long run; Non-stationary; Short run;
Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes
Keywords: ناسازگاری مشروط; Conditional heteroskedasticity; Least-squares; Maximum likelihood estimation; Power-transformed volatility; Threshold GARCH
Asymmetries in the Volatility of Precious Metals Returns: The TA-ARSV Modelling Strategy
Keywords: ناسازگاری مشروط; C22; C51; Asymmetric stochastic volatility; TA-ARSV model; Conditional heteroskedasticity; Stylized fact;
Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity
Keywords: ناسازگاری مشروط; C32; C51; E43; Interest rates; Cointegration; Nonlinear adjustment; Conditional heteroskedasticity;
Exact distribution-free tests of mean-variance efficiency
Keywords: ناسازگاری مشروط; C12; C14; C22; G11; G12CAPM; Conditional heteroskedasticity; Non-parametric tests; Robust inference
The forward premium puzzle in a model of imperfect information
Keywords: ناسازگاری مشروط; Forward premium puzzle; Imperfect information; Kalman filter; Fixed effects; Conditional heteroskedasticity; F31;
Testing the random walk hypothesis through robust estimation of correlation
Keywords: ناسازگاری مشروط; Autocorrelation; Conditional heteroskedasticity; Correlation coefficient; Monte Carlo experiment; Random walk; Variance ratio
Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero
Keywords: ناسازگاری مشروط; 62M10; 62F12Boundary of the parameter space; Conditional heteroskedasticity; GARCH model; Quasi-maximum likelihood estimation; Non-normal asymptotic distribution
Wild bootstrapping variance ratio tests
Keywords: ناسازگاری مشروط; C12; C15; G14; Conditional heteroskedasticity; Market efficiency; Monte Carlo experiment; Wild bootstrap;
The robustness of asset pricing models: Coskewness and cokurtosis
Keywords: ناسازگاری مشروط; C10; C33; G12; G14; Conditional heteroskedasticity; Nonnormality; Coskewness; Cokurtosis; Least-squares estimation; Stochastic regression model; Asymptotic covariance matrix;
Generalizing the permanent-income hypothesis: Revisiting Friedman's conjecture on consumption
Keywords: ناسازگاری مشروط; Precautionary saving; Permanent income; Marginal propensity to consume; Conditional heteroskedasticity
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data
Keywords: ناسازگاری مشروط; C15; C22; G12; Conditional heteroskedasticity; DF test; Unit-root test; FCLT;
Are international stock returns predictable?
Keywords: ناسازگاری مشروط; G15; Spectral density function; Conditional heteroskedasticity;