دانلود مقالات ISI درباره G17 + ترجمه فارسی

Functional data analysis for volatility

Keywords: C14; C51; C52; G12; G17; Diffusion model; Functional principal component; Functional regression; High frequency trading; Market returns; Prediction; Volatility process; Trajectories of volatility;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

The relationship between the 52-week high of an individual stock and stock market index level: Evidence from Taiwan

Keywords: G11; G15; G17; Reference point; Panel model; Behavioral finance;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Investor sentiment and the mean–variance relation

Keywords: Investor sentiment; Mean-variance relation; Risk-return tradeoff; VolatilityG12; G14; G17

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Volatility forecasting of exchange rate by quantile regression

Keywords: C53; E27; G17; Exchange rate; Volatility; Quantile regression;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

The affine arbitrage-free class of Nelson-Siegel term structure models

Keywords: E43; G12; G17; Yield curve; Interest rate; Bond market; Factor model; Forecasting;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

Financial amplification of foreign exchange risk premia

Keywords: Foreign exchange risk premium; Financial stability monitoring; Financial intermediaries; Asset pricing; G15; G01; G17; F31;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

CFOs versus CEOs: Equity incentives and crashes

Keywords: D89; G12; G17; G34; M52Equity incentives; Crash risk; Compensation; Corporate governance; CFO

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2011 سفارش ترجمه

Spot and forward volatility in foreign exchange

Keywords: Implied volatility; Foreign exchange; Forward volatility agreement; Unbiasedness; Volatility speculationF31; G11; G15; G17

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2011 سفارش ترجمه

Using Monte Carlo simulations to establish a new house price stress test

Keywords: G17; G21; R0; R31; Housing; Financial crisis; Stress test;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2011 سفارش ترجمه

Stock price fragility

Keywords: G10; G17; G23Mutual funds; Flow-driven trading; Non-fundamental risk

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2011 سفارش ترجمه

Maxing out: Stocks as lotteries and the cross-section of expected returns

Keywords: G11; G17; G12Extreme returns; Lottery-like payoffs; Cross-sectional return predictability; Skewness preference; Idiosyncratic volatility

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2011 سفارش ترجمه

Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios

Keywords: Predictability; Traded market variance; Real economic activity; Treasury returns; Stock market returns; Joint predictabilityC53; G13; G17

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2011 سفارش ترجمه

Understanding analysts' use of stock returns and other analysts' revisions when forecasting earnings

Keywords: G14; G17; G24; Financial analysts; Earnings forecasts; Market efficiency; Learning;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2011 سفارش ترجمه

Consistency in meeting or beating earnings expectations and management earnings forecasts

Keywords: M41; G14; G17; Consistency in meeting and beating earnings expectations; Management forecast disclosure; Forecast bias; Analyst forecast revision; Regulation Fair Disclosure;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2011 سفارش ترجمه

Testing weak form efficiency on the Toronto Stock Exchange

Keywords: G14; G17; C15Market efficiency; Efficient market hypothesis; Weak-form market efficiency; Model-based bootstrap

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2011 سفارش ترجمه

Martingalized historical approach for option pricing

Keywords: G12; G17; C5; C8; Generalized Hyperbolic distribution; Option pricing; Incomplete market; CAC 40; Stochastic discount factor; Martingale correction;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2010 سفارش ترجمه

Forecasting bank loans loss-given-default

Keywords: G17; G21; G33; Loss-given-default; Forecasting; Bank loan; Fractional response regression; Regression tree;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2010 سفارش ترجمه

An optimization process in Value-at-Risk estimation

Keywords: G10; G17; G32; C22Value-at-Risk; Optimization; Back-testing; Monte Carlo simulation

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2010 سفارش ترجمه

Time-varying higher-order conditional moments and forecasting intraday VaR and Expected Shortfall

Keywords: G17; C53; C22; C14Density estimation; Higher-order conditional moments; Intraday Value-at-Risk and Expected Shortfall

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2010 سفارش ترجمه

Does the weather affect stock market volatility?

Keywords: G14; G32; G00; G17; Stock market anomalies; Volatility; Sunshine effect; SAD effect; Behavioral Finance;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets

Keywords: C22; C32; G17; G32; Volatility spillovers; Multivariate GARCH; Conditional correlation; Asymmetries; Hedging;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2010 سفارش ترجمه

Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations

Keywords: C32; C53; G10; G15; G17; Conditional volatility; Dynamic correlations; Markov-switching; Multivariate GARCH;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Integrated models of capital adequacy - Why banks are undercapitalised

Keywords: G17; G21; G28; Risk management; Economic capital; Enterprise risk management; Basel II; Solvency II; Stochastic models; Stress testing;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Strategy switching in the Japanese stock market

Keywords: G17; G12; Strategy switching; Agent-based modeling; Survey data; Expectations; Japanese stock market;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles

Keywords: G01; G17; O16Stock market crash; Financial bubble; Chinese markets; Rational expectation bubble; Herding; Log-periodic power law; Lomb spectral analysis; Unit-root test

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach

Keywords: G17; C45; C63; Agent-based modeling; Technical trading; Reinforcement learning; Fuzzy inference; Bounded rationality;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2010 سفارش ترجمه

Consumer credit-risk models via machine-learning algorithms

Keywords: G21; G33; G32; G17; G01; D14; Household behavior; Consumer credit risk; Credit card borrowing; Machine learning; Nonparametric estimation;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2010 سفارش ترجمه

An alternative approach to evaluating the agreement between financial markets

Keywords: G10; G14; G17; Concordance correlation coefficient (CC); Cost-of-carry model; Ex post arbitrage opportunity; Ex ante arbitrage profit; Conditions of transactions;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2010 سفارش ترجمه

The role of trading volume in volatility forecasting

Keywords: G12; G17; Volume; Volatility; Forecasting; GARCH models;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2010 سفارش ترجمه

Automatic variance ratio test under conditional heteroskedasticity

Keywords: C12; C15; G14; G17; Financial market efficiency; Martingale difference; Random walk; Return predictability; Wild bootstrap;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

Bivariate mixed normal GARCH models and out-of-sample hedge performances

Keywords: C13; C32; G13; G17; Hedge performances; Regime-dependent correlations; Conditional variance; Bivariate mixed normal BEKK-GARCH; SPA tests;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

A momentum trading strategy based on the low frequency component of the exchange rate

Keywords: G11; G17; Momentum; Moving average rules; Hodrick-Prescott filter; Kernel regression; Trading strategy;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

The impact of conservatism on management earnings forecasts

Keywords: G17; M41; Management forecasts; Conservatism; Credibility;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2009 سفارش ترجمه

Earnings volatility and earnings predictability

Keywords: M41; G17; Earnings volatility; Earnings predictability; Analyst forecasts; Fundamental analysis;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2009 سفارش ترجمه

The impact of risk and uncertainty on expected returns

Keywords: G10; G12; G17; D81Conditional volatility; Model uncertainty; Disagreement; Factor models

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2009 سفارش ترجمه

Importance of N- and C-terminal regions of gastrin-Gly for preferential binding to high and low affinity gastrin-Gly receptors

Keywords: BSA; bovine serum albumin; CCK-8; cholecystokinin-8; DIEA; N,N-diisopropylethylamine; DMF; N,N-dimethylformamide; DMSO; dimethylsulfoxide; ESI-MS; electrospray ionization mass spectrometry; FCS; fetal calf serum; Fmoc; 9-fluorenylmethyloxycarbonyl; G17; g

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2005 سفارش ترجمه

Gastrin Suppresses Growth of CCK2 Receptor Expressing Colon Cancer Cells by Inducing Apoptosis In Vitro and In Vivo

Keywords: ΔΨm; mitochondrial transmembrane potential; CCK; cholecystokinin; G17; amidated gastrin17; G17gly; glycine-extended gastrin17; NF-κB; nuclear factor κ B; SCID; severe combined immunodeficiency.;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2005 سفارش ترجمه