Keywords: C32; C53; C58; G17; Q31; Q47; Coal spot price; Crude oil spot price; Energy commodities; Forecast averaging; Forecast combination; Google trends; Natural gas spot price; WTI;
مقالات ISI (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: C22; E44; F36; G17; G19; Dynamic correlation; Implied volatility; KOSPI200; Macroeconomic variables; VKOSPI;
Keywords: Retirement; Probability of shortfall; Ruin risk; Equity allocation; Volatility; D03; G11; G17; J26; J32;
Keywords: C53; G17; Wavelet decomposition; Combining forecasts; Reconciling forecasts; Hierarchical time series;
Keywords: BBB; Basso Beattie and Bresnahan rating; CP; cerebral palsy; CPG; cerebral palsy group; CTG; control group; G17; gestation day 17; IL1-β; interleukin 1-beta; i.p.; intraperitoneal; LPS; lipopolysaccharide; PVL; periventricular leukomalacia; P0; postnatal
Keywords: Forecasting; Volatility; Kalman filter; Interacting multiple models; C53; G17;
Keywords: Financial econometrics; GARCH; Memory; Risk prediction; Skewness; C22; C51; C58; G17; G15;
Keywords: C58; G13; G17; Q40; Q41; Q47; Crude oil; Crack spread; Gasoline; Futures; Downside risk; Hedging; Copula; Risk management; Dependence;
Keywords: Dividend yield; Earnings yield; Dividend growth predictability; Omitted variable bias; G12; G17; E44;
Keywords: Realized volatility; Volatility forecasting; Non-trading days; C53; Q02; G17;
Keywords: G17; C53; C45; C63; C11; Multiple structural breaks modelling; Stock trend prediction; Forecast combination; Markov switching model; Bayesian regularized radial basis function network; Trading strategy;
Keywords: Google search activity; Energy market; Volatility prediction; Energy price volatility; B23; B26; G12; G17; Q47; Q43;
Keywords: G12; G15; G17; G18; Government debt; European regions; Panel data; Debt model;
Keywords: Crude oil returns; Volatility forecasting; Jumps; C22; C53; F47; G17; Q47;
Keywords: G17; G24; G28; Financial analysts; EPS forecasts; Optimism; Conflicts of interest; Commission sharing agreements;
Keywords: C53; C58; G17; Volatility model; Estimating functions; Range data; Conditional autoregressive range model;
Keywords: C10; C61; G11; G17; Lower/upper partial moment; Certainty equivalent; Rank correlation; Semi non-parametric distribution;
Keywords: G15; G11; G32; G17; F36; Volatility spillovers; BEKK GARCH; Shanghai-Hong Kong Stock Connect; Portfolio;
Keywords: Crude oil futures; Timing strategies; Realised moments; Volatility; C10; C22; C53; C58; G11; G17;
Keywords: Parameter estimation risk; Bayesian option pricing; Greeks; Probability of default; G13; G17; G32; C53;
Keywords: Downside risk; Energy hedging; Futures hedging; Multiproduct hedging; Vine copula; C53; C58; G11; G17; G32; Q40;
Keywords: C11; C58; G17; Q47; Q02; Commodity markets; Extreme value theory; Value at risk; Markov-Switching Multifractal; Self-exciting point process;
Keywords: C32; C53; C58; F37; F47; G17; Dynamic model averaging; State space representation; Dynamic occam's window; Forecasting; Trading rule;
Keywords: C13; C51; G12; G17; Value-at-risk; Extreme value; Exchangeability; Block maxima; Peaks-over-threshold;
Keywords: C53; Q02; G17; Industrial metals; LME futures market; Volatility forecasting; Multivariate HAR; Volatility spillovers; Bayesian model averaging;
Keywords: C53; G17; Higher order comoments; Dependence structure; Hyperbolic generalized skewed t copula; Generalized autoregressive score; Risk management;
Keywords: C22; C53; G11; G12; G17; Return predictability; Implied volatility; Chinese stock market; ICAPM; Liquidity risk;
Keywords: G12; G17; D84; asset prices; opinions; expectations; overreaction;
Keywords: G17; Agent-Base Model; High-frequency trading; Simulation; Split; Tier;
Keywords: D83; D84; E44; F31; G17; Exchange rates; Uncovered interest rate parity; Forward premium anomaly; Random-walk expectations; Excess volatility;
Keywords: C58; D84; G17; Stock market; Oil prices; DCC-GARCH; Demand shocks; Supply oil shocks;
Keywords: Global financial crisis; Survey forecasts; Interest rate forecasts; Forecast evaluation; G17; G01;
Keywords: G17; G32; J15; C53; Social Network Analysis; Twitter Sentiment Score (TSS); Sentiment analysis; CEO succession announcements; Stock returns;
Keywords: Value-at-risk; Agent-based simulation; Financial instability; Volatility; Risk limit; Volatility window; C63; G1; G01; G20; G11; G17;
Keywords: G17; G15; C15; C32; C53; Basel II; Basel III; Value-at-risk; Expected shortfall; Volatility forecasting; Intra-day data; Multi-period-ahead; Forecasting accuracy; Risk modeling;
Keywords: G11; G14; G17; Equity premium; Out-of-sample prediction; Economic fundamentals; Technical indicators; Shrinkage estimation;
Keywords: Commodity and currency futures; Spanning tests; Predictability; Portfolio strategies; Out-of-sample performance; C53; G10; G11; G17;
Keywords: Option returns; Volatility risk premium; Bayesian learning; Predictability; Dynamic equilibrium model; D83; G12; G13; G14; G17;
Keywords: Equity premium predictability; Out-of-sample inference; Sample split choice; Bootstrap; G12; G14; G17; C22; C53;
Keywords: G10; G11; G14; G17; Extreme returns; Implied volatility; Conditional volatility; Idiosyncratic volatility; Expected shortfall;
Keywords: D53; D84; G14; G17; Financial markets; Heterogeneous beliefs; Price impact; Survival; General equilibrium;
Keywords: C14; Z120; G17; Islamic finance; Islamic indices; Co-integration; Stochastic dominance;
Keywords: C51; C53; C58; G17; Q47; Investor attention; Oil prices; Google search volume index; FGLS; Hybrid forecasting; Term structure;
Keywords: G10; G13; G17; Convertible bond pricing; Chinese market; Stochastic volatility; Jump diffusions; Monte Carlo simulation;
Keywords: G10; G12; G13; G17; G31; Asset pricing; Stock return and idiosyncratic volatility; Real options; Stochastic volatility; Regime-switching; Mixed jump-diffusion;
Keywords: G30; G12; G14; G17; Stock price level; Price informativeness; O/S; Future earnings; Stock splits;
Keywords: C53; G17; G20; Risk management; Historical simulation; Displacement model; Negative risk factors; Value-at-Risk;
Keywords: Oil; Futures; Predictability; Curvature; Supply shocks; Futures curve; G12; G13; G17;
Keywords: G17; G21; G28; Bank; Bank failure; CAMELS; Commercial real estate; Failure cost; FDIC; Financial crisis; Forbearance; Insolvent;
Keywords: G11; G12; G17; M10; Time varying discount rate; Cash flow news; Discount rate news; Analysts' forecasts; Market expectations; VAR;