Keywords: Electricity price forecasting; IEMD; ARMAX; EGARCH; ANFIS;
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: Asymmetry; Volatility; Conditional variance; EGARCH; GJR;
Keywords: E52; E63; Fiscal-monetary policy; Stock market; ARDL; EGARCH; Nigeria;
Keywords: Islamic index; Conventional index; EGARCH; GARCH; Pakistan;
Keywords: Fertilizer; Volatility; EGARCH; Asymmetric responses; Stable and unstable periods; International financial crisis;
Keywords: C32; C58; G10; Q02; Leverage effect; Commodities; Mixture of normal distribution; Recursive estimation; EGARCH;
Keywords: Financialization; Metal markets; Commodity futures; CFTC; Granger-causality; EGARCH;
Keywords: Leverage effect; Volatility feedback; EGARCH; G12; G17; G19;
Keywords: EGARCH; Stochastic volatility; ARMA; Realized volatility; Leverage;
Keywords: F21; F31; F32; Real effective exchange rate; Demand shock; Supply shock; Monetary shock; Impulse response; Historical decomposition; Variance decomposition; SVAR; EGARCH;
Keywords: G14; L10; Q40; WTI crude oil; Brent crude oil; OPEC; Announcements; Event study; EGARCH;
Keywords: Realized volatility; Intra-day electricity market; HAR model; Jumps; EGARCH; C14; C51; Q49;
Keywords: C12; C32; G15; Dynamic conditional score; EGARCH; Lagrange multiplier test; Portmanteau test; Time-varying covariance matrices;
Keywords: C13; C58; G11; G23; Hedge fund; Shadow banks; Systemic risk; Macroeconomic shocks; Kalman filter; EGARCH; GMM;
Keywords: Greek debt crisis; European sovereign bonds; Contagion; EGARCH; CDCC; Dynamic correlation
Keywords: Noise trading; Corn price volatility; Information; Mixture Distribution Hypothesis; EGARCH; C32; G13; G14; Q11;
Keywords: G01; G11; G15; Stock market integration; DCC-GARCH model; Price differentials; Exchange rate risk; Trade linkages; GFC; EGARCH;
Keywords: Sovereign ratings; Yields; Stock market returns; Volatility; EGARCH; Optimal portfolio; Financial gain; Risk management; Value-at-risk;
Keywords: C32; G20; G21; Non-interest income; Macroeconomic shocks; Financial stability; Macroprudential policy; EGARCH;
Keywords: valor en riesgo; backtest; modelos paramétricos; modelos semiparamétricos; modelos no paramétricos; GMM; caviar; EGARCH; HS;
Keywords: C22; F49; L11; Q37; Q41; Return and volatility linkages; Steam market integration; Cross-correlation; Granger causality; EGARCH;
Keywords: C22; C52; C58; G32; Conditional volatility models; Random coefficient complex nonlinear moving average process; EGARCH; Asymmetry; Leverage; Regularity condition;
Improved Forecast Ability of Oil Market Volatility Based on combined Markov Switching and GARCH-class Model
Keywords: GARCH; EGARCH; Markov Switching Model; Volatility Forecasting; WTI Oil Market;
Hedge fund return, volatility asymmetry, and systemic effects: A higher-moment factor-EGARCH model
Keywords: G12; G29; Hedge funds; Skewness; Kurtosis; EGARCH; Asymmetry; Cluster; Persistence; Crisis; Granger causality;
Comparison of forecasting performance between MODWT-GARCH(1,1) and MODWT-EGARCH(1,1) models: Evidence from African stock markets
Keywords: Volatility; Asset returns; MODWT; GARCH; EGARCH;
A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction
Keywords: Volatility forecasting; Stock markets; EGARCH; type1 and type2 fuzzy-EGARCH models; Functional link neural network; Differential harmony search
GARCH models without positivity constraints: Exponential or log GARCH?
Keywords: C13; C22; EGARCH; Log-GARCH; Quasi-maximum likelihood; Strict stationarity; Tail index;
Day-ahead electricity price forecasting using WT, CLSSVM and EGARCH model
Keywords: Electricity price forecasting; WT; CLSSVM; EGARCH
Decomposing U.S. Stock Market Comovement into spillovers and common factors
Keywords: C32; G10Simultaneous system; Latent factor; Identification; Spillover; EGARCH
The Indian exchange rate and Central Bank action: An EGARCH analysis
Keywords: Exchange rate volatility; Monetary policy; Intervention; Communication; EGARCH; E52, E58, F31;
Ranking the predictive performances of value-at-risk estimation methods
Keywords: Value at risk; Predictive ability test; EGARCH; CAViaR asymmetric
Independent component analysis for realized volatility: Analysis of the stock market crash of 2008
Keywords: C32; G17Independent component analysis; EGARCH; Equity index volatility
Detecting instability in the volatility of carbon prices
Keywords: C1; G1; Q5; Instability test; EGARCH; Implied volatility; Realized volatility; EU ETS; Carbon price;
Asymmetric volatility and trading volume: The G5 evidence
Keywords: G15; G12; C58; Asymmetric volatility; Trading volume; EGARCH; G5; Globalization;
International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models
Keywords: APARCH; ARIMA; EGARCH; FIGARCH; Forecasting; GARCH; Crude oil prices;
Inflation and inflation uncertainty in the ASEAN-5 economies
Keywords: E31; C22; Inflation uncertainty; GARCH; EGARCH;
Inflation, inflation uncertainty and output growth in the USA
Keywords: Inflation; Growth; Inflation uncertainty; Oil price; EGARCH; Impulse response
How asymmetric is U.S. stock market volatility?
Keywords: Asymmetric volatility; Implied volatility; GARCH; EGARCH; G10; G13; C22;
Seasonality in inflation volatility: Evidence from Turkey
Keywords: inflation volatility; seasonality; EGARCH;
Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul Stock Exchange
Keywords: Volatility; Stock returns; ARCH/GARCH; EGARCH; TGARCH; PGARCH; APGARCH; Artificial neural networks
Whittle estimation of EGARCH and other exponential volatility models
Keywords: EGARCH; GJR; Stochastic volatility; Whittle estimation; Asymptotics;
Modeling the time-varying volatility of the paper–bill spread
Keywords: E0; G1Paper–bill spread; Volatility; EGARCH
Combining volatility and smoothing forecasts of UK demand for international tourism
Keywords: Volatility; GARCH; EGARCH; Shock; Forecast combination; Bias
Conditional volatility in affine term-structure models: Evidence from Treasury and swap markets
Keywords: G12Term-structure model; Affine; Interest rate swap; Treasury market; Conditional volatility; Time series; Cross-section; EGARCH
Reexamination of stock price reaction to environmental performance: A GARCH application
Keywords: C22; G14; Q20; Environmental performance; Event study; EGARCH; Stock price;
Artificial neural network model of the hybrid EGARCH volatility of the Taiwan stock index option prices
Keywords: Artificial neural networks; EGARCH; Grey forecasting model
The impact of futures trading on volatility of the underlying asset in the Turkish stock market
Keywords: Futures market; Volatility; Turkish derivative exchange; EGARCH
Metal volatility in presence of oil and interest rate shocks
Keywords: C52; G12; Volatility; GARCH; CGARCH; EGARCH; News impact curves;
Measuring financial market contagion using dually-traded stocks of Asian firms
Keywords: F37; G15; Asian financial crisis; ADRs; EGARCH; Contagion;
An econometric analysis of asymmetric volatility: Theory and application to patents
Keywords: C12; C22; C51; O34; Patents; Patent shares; Trends; Volatility; GARCH; GJR; EGARCH; Asymmetry; Regularity conditions; Asymptotic theory; International rankings; Non-nested tests;