Keywords: گارچ; Stock return; Chinese stock market; Economic fundamentals; Illiquidity; GARCH; G14; G15;
مقالات ISI گارچ (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: گارچ; Crude oil; Futures; Density; GARCH; Portfolio; G11; G17; Q47; E37;
Keywords: گارچ; Return; Volatility; Oil prices; Stock market; Lebanon; GARCH
Keywords: گارچ; Gold; Oil; Asymmetry; GARCH; Unit root;
Keywords: گارچ; FOBI; GARCH; JADE; Multivariate statistics; SOBI; Stochastic volatility
Keywords: گارچ; U.S. housing market; Unobserved component model; Heteroskedasticity; GARCH; IGARCH; R0; C5; E32; R11;
Keywords: گارچ; Exchange rates; GARCH; Gold; Hedge; Volatility
Keywords: گارچ; Bilateral trade; Equity market; GARCH; Market integration; Security investment; Spillover; Volatility; F21; F36; G12; G15;
Keywords: گارچ; C52; C53; G17; Copper futures; Volatility forecast; Model uncertainty; Model averaging; GARCH;
Keywords: گارچ; D53; G17; Q02; Q47; Crude oil price forecasting; EEMD; PSO; LSSVM; GARCH;
Keywords: گارچ; C12; C58; F30; G14; G15; G17; Trend; Unit root; Structural break; GARCH; Energy price;
Keywords: گارچ; New energy policy; New energy stock prices; GARCH
Keywords: گارچ; Utility cost of capital; Consumption asset pricing model; GARCH; Utility regulation; DCF; CAPMG12; L94; L95
Keywords: گارچ; GARCH; Realised volatility; Asymmetry; Jumps; Volatility transmissionC32; C51; C52; G10
Keywords: گارچ; C13; C22; C58; GARCH; Quantile regression; Quasi-maximum likelihood; Risk measures; Value-at-Risk;
Keywords: گارچ; G11; G17; Non-Gaussianities; GARCH; Asymmetric volatility; Conditional skewness; Risk management;
Keywords: گارچ; Volatility; Contemporaneous asymmetry; GARCH; Realized variation; C1; C3; G1;
Keywords: گارچ; Truncated distribution; Option pricing; Black–Scholes; GARCH; Gram–Charlier expansion
Keywords: گارچ; International securitized real estate markets; Jump intensity; GARCH; IntegrationC2; C5; G15
Keywords: گارچ; Stock returns; Volatility; GARCH; Africa;
Keywords: گارچ; State-space models; Dynamic betas; Kalman filter; GARCH
Keywords: گارچ; C55; C58; G17; E00; Componentwise boosting; Financial market risk; Forecasting; GARCH; Exponential GARCH; Variable selection;
Keywords: گارچ; C58; G13; C22; C51; C52; C53; Option pricing; Anomalous scaling; Markov switching; GARCH;
Keywords: گارچ; F3; F4; G1; Euro; International finance; Financial markets; Dependence; Copula; GARCH;
Keywords: گارچ; C10; G10; Crude oil; GARCH; Seasonality;
Keywords: گارچ; C32; D8; D82; G14; Q41; Q43; Asymmetric shocks; Energy markets; GARCH; Oil; Spillover effects; Volatility;
Keywords: گارچ; C50; F31; G15; Dynamic conditional correlation; GARCH; Exchange rates; European financial crises;
Keywords: گارچ; Energy finance; Volatility; Natural gas markets; Supply and demand; GARCH; UK;
Keywords: گارچ; Tourism demand; Forecasting; SARIMA; GARCH
Keywords: گارچ; G11; Socially responsible investing; GARCH; Volatility; Oil prices;
Keywords: گارچ; Natural gas prices; Jump diffusion; GARCH; Q30; Q40; C58;
Keywords: گارچ; Sovereign debt crisis; Vine copulas; European Union; GARCH; Probability;
Keywords: گارچ; F31; C22; G15; Exchange rate; Oil price; Jumps; GARCH; South Africa;
Keywords: گارچ; Woody biomass; Biomass commodity markets; Price volatility models; Energy market; GARCH;
Keywords: گارچ; G1; Investment factor; ICAPM; Investment opportunities; GARCH; MIDAS;
Keywords: گارچ; Short-term forecasting; Traffic flow; Model decomposition; Spectral analysis; Volatility analysis; GARCH; GJR-GARCH
Keywords: گارچ; Congestion; Intelligent transportation system; Short term traffic flow forecasting; SARIMA; GARCH; Adaptive Kalman filter
Keywords: گارچ; G10; G11; G12Idiosyncratic risk; Systematic risk; Return correlation structure; GARCH; CAPM
Keywords: گارچ; 62G09; 62F40; 62M10Blocking; Frequency domain; GARCH; High dimensional data; Kullback–Leibler distance; Long range dependence; Mahalanobis distance; Markov chains; Spatial data; Tapering; Whittle estimation
Keywords: گارچ; C53; G11; G13; G19Correlation forecasting; Dynamic conditional correlation; GARCH; Risk management; Hedging
Keywords: گارچ; Renewable energy sources; Intermittency; Electricity price modelling; GARCH; Q42; Q48; C22;
Keywords: گارچ; G19; C52; C53; C58; G10; Backtesting; Delta method; Finance; GARCH; Risk management;
Keywords: گارچ; G1; Volatility transmission; Oil volatility; Gold volatility; Structural breaks; GARCH;
Keywords: گارچ; Electricity prices; Conditional volatility; Regulation; ACF; Autorcorrelation Function; ADF; Augmented Dickey-Fuller; AIC; Akaike Information Criterion; APX; Amsterdam Power Exchange; AR; Autoregressive; ARCH; Autoregressive Conditional Heteroscedastici
Keywords: گارچ; G15; C32; Financial markets; Integration; Factor model; Unobserved component; GARCH;
Keywords: گارچ; C22; C32; G15; Stock market comovements; Central and South Eastern Europe; GARCH;
Keywords: گارچ; Volatility modeling; GARCH; Change detection; Nonparametric statistics;
Keywords: گارچ; G13; G10; G12; Implied volatility; Volatility smile; Variance risk premium; GARCH; Conditional heteroskedasticity;
Keywords: گارچ; F31; G15; C54; Exchange rate volatility; Foreign exchange interventions; GARCH;
Keywords: گارچ; NWP; Numerical Weather Prediction; KF; Kalman Filter; PSO; Particle Swarm Optimization; ARIMA; Autoregressive Integrated Moving Average Model; VAR; Vector Autoregression Model; ANN; Artificial Neural Networks; GARCH; Generalized Autoregressive Conditional