Keywords: Nominal price; Skewness; Stock splits; Options; Behavioral finance; G02; G11; G12; G13; G14;
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: C61; D81; G11; G13; Q23; Real options; Asset retirement; Forestry; Faustmann; Alternative species; Rotation;
Keywords: G12; G13; Multi-factor volatility model; Pricing kernel; Variance swaps; VIX options;
Keywords: Option exercise; Frictions; Short-sale costs; Transaction costs; Convertible bonds; G11; G12; G13; G14;
Keywords: G13; G32; G34; L25; Capital structure; Mergers and acquisitions; Growth options; Dynamic trade-off model;
Keywords: C51; G13; Stochastic volatility; Variance swap; Quadratic term structure; Quadratic jump-diffusion; Dynamic optimal portfolio;
Keywords: C02; C63; G12; G13; Time-homogeneous diffusion; Azéma-Yor process; Occupation time; Risk model with tax; Omega risk model; Reflected diffusions;
Keywords: G22; C41; G13; Surrender; Dynamic Policyholders' behavior; Dynamic contagion process; Hawkes process; Lapse risk; Stress tests; Contagion; Interest rates dynamic;
Keywords: G13; G14; G15; Futures markets; Investors sentiment; Volatility; Behavioral finance;
Keywords: Oil price shocks; Commodity markets; SVAR models; Volatility; Q3; G1; G13; G17;
Keywords: Forward contracts; Risk-hedging; Strategic contracting; Market power; Spot market; Churn rates; D43; L13; G13; L95;
Keywords: G21; G28; G18; G13; Bank default risk; Political factors; Eurozone; Stock market; Distance to default;
Keywords: Long-only commodity portfolio; Term structure portfolio; Commodity risks; Cross-section of equity returns; G12; G13;
Keywords: G13; G14; Q22; Atlantic salmon markets; Futures prices; Risk premium; Commodities; Fish Pool Exchange;
Keywords: G13; G32; G33; G38; Investment; Real option; Mean reversion; Agency conflicts;
Keywords: C58; C22; G14; G13; S&P 500 index; Realized volatility; Dynamic model averaging; Time-varying parameters; Portfolio;
Keywords: G13; Commodities; Seasonality; Stochastic volatility; Options pricing; Natural gas; Corn;
Keywords: D40; G13; Discount certificate; Duplication; Product competition; Structured financial product;
Keywords: C22; D84; G13; Commodities; Precious metals; Fundamentals; Economic bubbles; Mildly explosive processes; Generalized sup ADF test;
Keywords: G12; G13; G32; Asset volatility; Asset returns; Leverage effect; Persistence in volatility; Asset beta;
Keywords: G13; Option valuation; Self-exciting threshold model; Generalized Esscher transform; Piecewise linear partial differential equation; Quadratic approximation;
Keywords: Pit trading; Electronic futures trading; 10-year Treasury futures; Futures price volatility; E44; G12; G13;
Keywords: G01; G12; G13; Collateral requirements; Funding costs; Volatility smile; Option pricing;
Keywords: C10; G13; Credit default swap; Infinite activity; Lévy process; Random recovery rate; Structural model;
Keywords: Variance-optimal hedging; Volatility swaps; Lévy processes; Föllmer-Schweizer decomposition; G13;
Keywords: G11; G12; G13; Q02; Theory of storage; Commodity futures markets; Convenience yield; Interest-adjusted basis;
Keywords: Risk premium estimation; Electricity markets; Forward markets; Liquidity premium; Electricity swaps; Front product effect; Q41; G13; G12; G32; C18; D84;
Keywords: Option pricing; Monte Carlo simulation; Stochastic volatility; Incomplete markets; C15; C63; D52; G13;
Keywords: C44; G24; G13; Credit ratings; Rating agencies; Black-Scholes-Merton model; Multi-criteria decision making;
Keywords: G11; G12; G13; G19; Gain-Loss-Ratio; Acceptability index; Incomplete markets; Good-Deal bounds;
Keywords: Silver futures; Volatility forecasting; Volatility index; G14; G13;
Keywords: E4; G11; G12; G13; Interest rate volatility; Interest rate variance swaps; Model-free pricing; VIX index; SRVX index; Basis point variance; Variance risk-premiums;
Keywords: G13; G22; D52; Vulnerable options; Reduced form; Esscher-Girsanov transform; Generalized jump; Credit risk;
Keywords: C02; C32; C63; G13; Option pricing; Series expansion; PDE; Stochastic volatility; Non-affine models;
Keywords: G13; Derivatives; EUA; ECX; Open interest; Trading volume;
Keywords: G13; G22; Optimal portfolio; Lévy process; Stochastic exponential; Pension fund;
Keywords: Implied volatility; Realized volatility; Volatility risk premium; Contagion; Heteroskedasticity bias; Wavelets; C32; C38; C58; G13;
Keywords: G12; G13; G32; G33; Structural models; Financial distress; Optimal capital structure;
Keywords: G12; G13; G19; G33; Occupation time; Credit risk; Merton model; Black-Cox model; Structural models;
Keywords: G13; G12; C33; G17; Q41; Commodities; Futures; Oil;
Keywords: Sovereign credit risk; Fiscal opacity; Open Budget Index; Sovereign CDS; G13; H6;
Keywords: Option trades; Open interest; False discovery rate; Massive dataset; G12; G13; G17;
Keywords: G13; G22; C02; IM10; IE50; IM40; IB10; Equity-linked death benefits; Binomial and trinomial tree models; Random walk; Geometric stopping; Esscher transform;
Keywords: G13; G14; E44; C58; Carbon; Derivatives; EU ETS; Cointegration; Volatility; Futures;
Keywords: C51; G12; G13; Markov-switching multifractal; Particle filter; Regime-switching; Stochastic volatility; Jump-risk premium; Option pricing;
Keywords: Q43; G13; C22Commodity prices; Oil; Time-varying model; Kalman filter
Keywords: Unconventional monetary policy; Reserve option mechanism; Options-based exchange rate expectations; Risk neutral density; E52; E58; F31; G13;
Keywords: Realized variation; Bipower variation; Intraday jump statistics; Energy futures price; Trading volume behavior and inventory news events; C32; G13;
Keywords: C32; C51; C58; G13; Q14; Q47; Cointegration; Risk premium; CARMA processes; Commodity markets; Spot and forward relationship; Heath-Jarrow-Morton modeling;
Keywords: G13; G17; C53; C51; Volatility risk premium; Model-free implied volatility; Diffusion jump; GMM estimation;