Keywords: همبستگی مشروط پویا; C22; C32; C51; C58; 00-01; 99-00; Electricity prices; Financial return; Volatility; ARCH; Exponential GARCH; Log-GARCH; Multivariate GARCH; Dynamic conditional correlations; Leverage; Nord Pool;
مقالات ISI همبستگی مشروط پویا (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: همبستگی مشروط پویا; Real estate global beta; Financial crises; Beta spillovers; Dynamic conditional correlations; Public real estate markets; Global stock market;
Keywords: همبستگی مشروط پویا; Hedge funds; Dynamic conditional correlations; Time-varying beta; Regression trees; Early warning system;
Keywords: همبستگی مشروط پویا; Dynamic Conditional Correlations; Multivariate GARCH; Conventional and Islamic stock; G11; G15; C58; F15; F21;
Keywords: همبستگی مشروط پویا; C58; G01; G11; Financial crisis; Portfolio Value-at-Risk; Dynamic conditional correlations; Elliptical copulas; Extreme value theory;
Keywords: همبستگی مشروط پویا; C32; C43; F30; G15; Financial stability; Financial stress indices; Dynamic conditional correlations; Stress spillover index; Financial crises;
Keywords: همبستگی مشروط پویا; F31; G15; Dynamic conditional correlations; Contagion; Herding; US financial crisis; VIX index; CDS spread;
Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?
Keywords: همبستگی مشروط پویا; C32; C58; G1; Islamic equity index; Conventional finance; Global risk factors; Spillover index; Dynamic conditional correlations;
Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs
Keywords: همبستگی مشروط پویا; C32; G11; G15; Emerging stock markets; International diversification; Risk-return distances; Convergence; Volatility; Dynamic conditional correlations;
Evaluating dynamic bivariate correlations in resting-state fMRI: A comparison study and a new approach
Keywords: همبستگی مشروط پویا; Functional connectivity; fMRI; Dynamics; Resting state; Dynamic conditional correlations;
Variance clustering improved dynamic conditional correlation MGARCH estimators
Keywords: همبستگی مشروط پویا; Dynamic conditional correlations; Time series clustering; Multivariate GARCH; Composite likelihood;
Forecasting value-at-risk using time varying copulas and EVT return distributions
Keywords: همبستگی مشروط پویا; C58; G01; G11Portfolio value-at-risk; Elliptical copulas; Dynamic conditional correlations; Extreme value theory
Stock market networks: The dynamic conditional correlation approach
Keywords: همبستگی مشروط پویا; Stock market networks; Minimum spanning trees; Dynamic conditional correlations; Rolling correlations
Equity market integration in emerging Balkan markets
Keywords: همبستگی مشروط پویا; C22; G15Emerging Balkan stock markets; Cointegration; Regime switching; Dynamic conditional correlations
Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets
Keywords: همبستگی مشروط پویا; C22; G15; Emerging European stock markets; Financial contagion; Dynamic conditional correlations; Financial crises;
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Keywords: همبستگی مشروط پویا; C32; G10; Q40; Constant conditional correlations; Dynamic conditional correlations; Multivariate GARCH models; Forward prices and returns; Futures prices and returns; WTI oil prices;
The impact of general non-parametric volatility functions in multivariate GARCH models
Keywords: همبستگی مشروط پویا; Multivariate GARCH models; Asymmetric non-linear volatility; Dynamic conditional correlations; Functional gradient descent (FGD) estimation