Keywords: نوسانات شرطی; G1Precious metals; Conditional volatility; Risk management; Value-at-risk
مقالات ISI ترجمه شده نوسانات شرطی
مقالات ISI نوسانات شرطی (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: نوسانات شرطی; G14; G15; Automated trading; Random walk; Nonlinear dynamics; Conditional volatility;
Keywords: نوسانات شرطی; Financial crisis; Time-varying beta; Conditional CAPM; BEKK; Conditional volatility; Equity premium;
Keywords: نوسانات شرطی; Herding; Turmoil; Volume turnover; Investor sentiment; Conditional volatility; G14; G15; C22;
Keywords: نوسانات شرطی; G10; G11; G14; G17; Extreme returns; Implied volatility; Conditional volatility; Idiosyncratic volatility; Expected shortfall;
Keywords: نوسانات شرطی; Short selling; Panel granger-causality; Conditional volatility; C33; G12; G15; G18;
Keywords: نوسانات شرطی; sukuk; Conditional volatility; GARCH; Dependence; Copula; G02; G15;
Keywords: نوسانات شرطی; Calendar anomalies; Turn-of-the-month; Conditional volatility; Information-risk; G10; G12; G15;
Keywords: نوسانات شرطی; C22; C32; C58; G17; G32; Time series; Financial econometrics; Threshold models; Conditional volatility; Stochastic volatility; Copulas; Conditional duration;
Keywords: نوسانات شرطی; C58; G02; G14; G17Islamic calendar anomalies; Stock returns; Conditional volatility; Behavioural finance, September 11 attacks
Keywords: نوسانات شرطی; C1; G1; Present-value model; Evans bubble; Conditional volatility; Particle-filter estimation;
Keywords: نوسانات شرطی; Conditional volatility; Time-varying correlations; Emerging and frontier markets; C32; G01; G15;
Keywords: نوسانات شرطی; Electricity prices; Conditional volatility; Regulation; ACF; Autorcorrelation Function; ADF; Augmented Dickey-Fuller; AIC; Akaike Information Criterion; APX; Amsterdam Power Exchange; AR; Autoregressive; ARCH; Autoregressive Conditional Heteroscedastici
Keywords: نوسانات شرطی; C32; C51; G15; Q40; Conditional volatility; Realized volatility; Time-varying correlation; Diag-BEKK; GARCH; Oil-importing countries; Oil-exporting countries;
Keywords: نوسانات شرطی; G14; G15; C22Herding; Bubbles; Volume turnover; Investor sentiment; Conditional volatility
Keywords: نوسانات شرطی; G1; G12; G17Feedback trading; Arbitrage opportunities; Emissions and energy markets; Conditional volatility
Macroeconomic risks and REITs returns: A comparative analysis
Keywords: نوسانات شرطی; R33; R39; REITs returns; Macroeconomic risks; Conditional volatility;
Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas
Keywords: نوسانات شرطی; G02; G15; Sukuk; Islamic finance; Conditional volatility; Dependence structure; Archimedean copula; Non-linear analysis;
Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015
Keywords: نوسانات شرطی; Exchange rate dynamics; Target zone; Conditional volatility; Smooth pastingE50; E51; E52; E58
The impacts of investor sentiment on different economic sectors: Evidence from Istanbul Stock Exchange
Keywords: نوسانات شرطی; Noise trader theory; Investor sentiment; Conditional volatility; G02; G15;
BRIC and the U.S. financial crisis: An empirical investigation of stock and bond markets
Keywords: نوسانات شرطی; G01; G15; BRIC; Stock-bond returns; Conditional volatility; Dynamic conditional correlation; Financial crisis;
Fractional integration and the volatility of UK interest rates
Keywords: نوسانات شرطی; C22; E43; Fractional integration; Interest rates; Conditional volatility;
‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables
Keywords: نوسانات شرطی; Conditional volatility; Realized volatility; Granger causality; Forecast evaluation; Forecast combinationG12; C22
What drives the volume-volatility relationship on Euronext Paris?
Keywords: نوسانات شرطی; Volume; Conditional volatility; Number of transactions; Size of trades; Market microstructure; Euronext Paris;
Terrorism and capital markets: The effects of the Madrid and London bomb attacks
Keywords: نوسانات شرطی; G14; G21; C22; Terrorism; Capital markets; Event study; Conditional volatility; GARCH;
A cyclical model of exchange rate volatility
Keywords: نوسانات شرطی; G11; G17; Conditional volatility; Intraday range; Non-parametric filter;
Intraday trading volume and international spillover effects
Keywords: نوسانات شرطی; G12; G15Intraday; Conditional mean; Conditional volatility; Trading volume; Asymmetry
Simultaneous monetary policy announcements and international stock markets response: An intraday analysis
Keywords: نوسانات شرطی; G14; G15; Conditional mean; Conditional volatility; Macroeconomic news; Monetary policy; High frequency data;
Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market
Keywords: نوسانات شرطی; G14; G21; C22; Terrorism; Financial markets; Conditional volatility; Event study;
Macroeconomic news, announcements, and stock market jump intensity dynamics
Keywords: نوسانات شرطی; C22; G14; Conditional jump intensity; Conditional volatility; Macroeconomic announcements;
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations
Keywords: نوسانات شرطی; C32; C53; G10; G15; G17; Conditional volatility; Dynamic correlations; Markov-switching; Multivariate GARCH;
Behavior of liquidity and returns around Canadian seasoned equity offerings
Keywords: نوسانات شرطی; G10; G12; G14; G15; Seasoned equity offerings; Liquidity; Lock-up period; Asymmetric information; Conditional volatility; Clustering;
Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes
Keywords: نوسانات شرطی; Conditional volatility; EM algorithm; MARCH model; Outliers; Regime switches;
The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases
Keywords: نوسانات شرطی; E44; E52; G0Monetary policy; GARCH; Conditional volatility; Simultaneity; Omitted variable bias
Conditional volatility in affine term-structure models: Evidence from Treasury and swap markets
Keywords: نوسانات شرطی; G12Term-structure model; Affine; Interest rate swap; Treasury market; Conditional volatility; Time series; Cross-section; EGARCH
Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach
Keywords: نوسانات شرطی; Small island tourism economies; Weekly international tourist arrivals; Uncertainty; Conditional volatility; Country spillover effects
Hourly index return autocorrelation and conditional volatility in an EAR–GJR-GARCH model with generalized error distribution
Keywords: نوسانات شرطی; G12; G14Autocorrelation; Conditional volatility; Hourly returns; EAR–GARCH
Volatility and correlation in international stock markets and the role of exchange rate fluctuations
Keywords: نوسانات شرطی; F30Exchange rate fluctuations; Conditional volatility; Conditional correlation
A note on the importance of overnight information in risk management models
Keywords: نوسانات شرطی; C22; C41; G14; Value-at-Risk; Conditional volatility; Realized volatility; Overnight information;
Modelling trends and volatility in atmospheric carbon dioxide concentrations
Keywords: نوسانات شرطی; Atmospheric carbon dioxide concentration; Conditional volatility; Forecasting; GARCH; GJR; EGARCH
Conditional volatility properties of sleep-disordered breathing
Keywords: نوسانات شرطی; Conditional volatility; Apnea
Modelling environmental risk
Keywords: نوسانات شرطی; Environmental sustainability index; Environmental risk; Conditional volatility; Dow Jones Sustainability Indexes; GARCH; GJR; Persistence; Shocks; Asymmetry; Moment condition; Log-moment condition;
Autoregresive conditional volatility, skewness and kurtosis
Keywords: نوسانات شرطی; G12; G13; C13; C14; Conditional volatility; Skewness and kurtosis; Gram-Charlier series expansion; Stock indices;