Keywords: گارچ; G13; Credit spread; GARCH; Skewness; Kurtosis; Regime switching; VaR;
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; G01; G14; G15; G18; C21; Financial crises; Informational efficiency; Financial liberalization; Emerging markets; Treatment effects model; GARCH;
Keywords: گارچ; C01; C13; C30; C20; Large conditional covariance matrix; GARCH; Multivariate GARCH;
Keywords: گارچ; GARCH; Volatility; Higher-order moments; Fourier analysis
Keywords: گارچ; Internet information; Mixture of Distribution Hypothesis; Trading and non-trading period information; Volatility persistence; GARCH
Keywords: گارچ; C22; C52; Q22Price volatility; GARCH; Time series; Regulatory change; Disaster
Keywords: گارچ; Sin stocks; Investor sentiment; GARCH; CAPMG00; G02; G19
Keywords: گارچ; E4; E44; Time-varying; Risk premium; Crisis; GARCH; Term structure; Interest rates;
Keywords: گارچ; C5; G19Stock market liquidity; Liquidity risk; Market impact; Fractional differencing; ARFIMA; GARCH
Keywords: گارچ; C32; C51; G15; Q40; Conditional volatility; Realized volatility; Time-varying correlation; Diag-BEKK; GARCH; Oil-importing countries; Oil-exporting countries;
Keywords: گارچ; G01; G11; G15; G17; C58Volatility transmission; Exchange traded funds; MARMA; GARCH
Keywords: گارچ; GARCH; Extreme events; S&P 500 study; Tail index
Keywords: گارچ; Efficient market hypothesis; GARCH; Unit root; Structural break; Stock price
Keywords: گارچ; Backtesting; Extreme value theory; GARCH; Quantile; Risk
Keywords: گارچ; F330; F410Exchange rate risks; GARCH; Optimal currency area; Financial constraints
Keywords: گارچ; C15; C50; G17Volatility; GARCH; Financial crisis
Forecasting the KOSPI200 spot volatility using various volatility measures
Keywords: گارچ; C52; C53; G14; G15; Encompassing regression; GARCH; Implied volatility; Volatility forecasting; VKOSPI;
The impact of the 2030 Climate and Energy Framework Agreement on electricity prices in MIBEL: A mixed-methods approach
Keywords: گارچ; MIBEL; Electricity prices; GARCH; fsQCA;
Deposit insurance pricing under GARCH
Keywords: گارچ; Deposit insurance; GARCH; Option pricing; Capital forbearance;
Liquidity uncertainty and Bitcoin's market microstructure
Keywords: گارچ; C58; G12; G17; Bitcoin; GARCH; Liquidity; Market microstructure; Markov regime-switching;
Forecasting risk with Markov-switching GARCH models: A large-scale performance study
Keywords: گارچ; GARCH; MSGARCH; Forecasting performance; Large-scale study; Value-at-risk; Expected shortfall; Risk management;
Markov switching GARCH models for Bayesian hedging on energy futures markets
Keywords: گارچ; Energy futures; GARCH; Hedge ratio; Markov-switching; C580; C150; C110; C130; C340; Q470;
Quantifying uncertainty in short-term traffic prediction and its application to optimal staffing plan development
Keywords: گارچ; PSO-ELM; GARCH; Kalman filter; Prediction interval; Reliability; Sharpness; Staffing plan; Waiting time; Uncertainty;
A new GARCH model with higher moments for stock return predictability
Keywords: گارچ; F47; G12; G17; GARCH; Predictive regression; Higher order moments; Data frequencies;
Does social network sentiment influence the relationship between the S&P 500 and gold returns?
Keywords: گارچ; Social media sentiment; Gold; S&P 500; ARIMA; GARCH; G10;
Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models
Keywords: گارچ; LSTM; GARCH; Deep learning; Volatility prediction; Hybrid model;
A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques
Keywords: گارچ; ANFIS; GARCH; Markov switching; Stock market volatility; Volatility forecasting;
Improved Forecast Ability of Oil Market Volatility Based on combined Markov Switching and GARCH-class Model
Keywords: گارچ; GARCH; EGARCH; Markov Switching Model; Volatility Forecasting; WTI Oil Market;
Feasible optimum Godambe scores for a semi-parametric GARCH time series
Keywords: گارچ; primary; 62M10; secondary; 62P10; Feasible score; GARCH; Optimum Godambe score; Quasi-maximum likelihood;
Stock return prediction under GARCH - An empirical assessment
Keywords: گارچ; GARCH; Independence testing; Stock return predictability;
Sea surface target detection based on complex ARMA-GARCH processes
Keywords: گارچ; Radar; Sea clutter; GARCH; ARMA; Detection;
True or spurious long memory in European non-EMU currencies
Keywords: گارچ; C22; C51; C53; C58; Conditional variance; Foreign exchange; GARCH; Spurious long memory; Value-at-Risk;
Market risk management in a post-Basel II regulatory environment
Keywords: گارچ; Finance; Market risk; Basel 2.5; GARCH; NSGA-II;
Structural vector autoregressions with heteroskedasticity: A review of different volatility models
Keywords: گارچ; Structural vector autoregression; Identification via heteroskedasticity; Conditional heteroskedasticity; Smooth transition; Markov switching; GARCH;
Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH
Keywords: گارچ; HAR; Principal Components Combining; Neural networks; GARCH; Forecasting;
Sea clutter modeling using an autoregressive generalized nonlinear-asymmetric GARCH model
Keywords: گارچ; Radar; Sea clutter; GARCH; Nonlinearity; Asymmetry;
Forecasting financial time series volatility using Particle Swarm Optimization trained Quantile Regression Neural Network
Keywords: گارچ; Financial time series volatility forecasting; GARCH; Quantile regression; QRNN; PSO;
Linear time-varying regression with Copula-DCC-GARCH models for volatility
Keywords: گارچ; C32; C53; G10; Volatility; Time-varying parameter; Copula; GARCH; Forecasting;
Monetary and fiscal policy switching with time-varying volatilities
Keywords: گارچ; C22; C24; E42; E52; E62; Monetary-fiscal interactions; Regime-switching; GARCH;
Bitcoin, gold and the dollar - A GARCH volatility analysis
Keywords: گارچ; Bitcoin; GARCH; Volatility; G15 International Financial Markets; Q02 Commodity Markets;
Evaluation of a multiple linear regression model and SARIMA model in forecasting heat demand for district heating system
Keywords: گارچ; District heating; Heat demand forecasting; Linear regression; SARIMA; Least squares; ACF; autocorrelation function; AIC; Akaike Information Criterion; AMAPE; adapted mean absolute percentage error; ARMAX; autoregressive integrated moving average with exog
Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach
Keywords: گارچ; Portfolio optimization; Actual portfolios; Value at Risk; GARCH; NSGA-II;
Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets
Keywords: گارچ; Volatility; Asset returns; MODWT; GARCH;
Asymmetric impacts of fundamentals on the natural gas futures volatility: An augmented GARCH approach*
Keywords: گارچ; Natural gas futures; GARCH; Price volatility; Storage; Weather; Asymmetric volatility; G13; Q40; Q47;
Supply and demand determinants of natural gas price volatility in the U.K.: A vector autoregression approach
Keywords: گارچ; UK gas market; Volatility; LNG; GARCH; Vector autoregression;
Study of Volatility of New Ship Building Prices in LNG Shipping
Keywords: گارچ; “Ship building; LNG shipping; Price volatility; GARCH; EGARCH”;
Exchange rate volatility and private consumption in Sub-Saharan African countries: A system-GMM dynamic panel analysis
Keywords: گارچ; Exchange rate volatility; Private consumption; Dynamic panel; GARCH; System-GMM;
Long memory and structural change in the G7 inflation dynamics
Keywords: گارچ; ARFIMA; GARCH; Long memory; Structural change; Inflation; G7;
Strict stationarity, persistence and volatility forecasting in ARCH(â) processes
Keywords: گارچ; C530; C580; GARCH; FIGARCH; Conditional heteroscedasticity; Stationarity; Persistence; Forecasting;
Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets
Keywords: گارچ; C10; C58; G11; G14; G15; Volatility; Spillover; BRICS; Emerging markets; GARCH;