Keywords: مدل GARCH; C32; F36; G15; Emerging markets; Exchange rates; GARCH model; Macro news;
مقالات ISI مدل GARCH (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: مدل GARCH; ADF test; KPSS test; Financial time series; Geophysical time series; GARCH model; Maximum likelihood estimation; Stochastic volatility model; Seismogram;
Keywords: مدل GARCH; Energy efficiency indicator; Cluster areas; Radial basis function neural; GARCH model; SFA model;
Keywords: مدل GARCH; Emission trading; Carbon market; Allowance price; Climate change; GARCH model; China;
Keywords: مدل GARCH; C32; C45; C53; Extreme learning machine; High-dimensional space; Value-at-Risk; Random mapping; GARCH model; Time series;
Keywords: مدل GARCH; Day-of-the-week effects; Rolling sample test; GARCH model; Stock markets;
Keywords: مدل GARCH; 2022 World cup; Qatar stock exchange; FIFA official announcements; Abnormal volatility; Event study; GARCH model;
Keywords: مدل GARCH; C32; D83; G12; G14; GARCH model; Google Trends database; Information demand; Information supply; Multiple correspondence analysis (MCA); Chow structural break test;
Keywords: مدل GARCH; Oil price volatility; Realised volatility; Intraday jumps; Exchange rate; Intraday data; GARCH model; G15; C2;
Keywords: مدل GARCH; Energy efficiency index; Thermal power plant; GARCH model; VAR model;
Keywords: مدل GARCH; Multivariate portmanteau test; Autoregressive conditional duration; GARCH model; Realized volatility;
Keywords: مدل GARCH; Generalized Tukey Lambda distribution; Skewness; Thick-tailed distribution; Maximum likelihood estimation; Asymptotic properties; Risk management; Value at Risk; Expected shortfall; GARCH model;
Keywords: مدل GARCH; C22; All-step-ahead prediction; Asymmetry; Bayesian decision; Business cycle; Catastrophe; Conditionally heteroscedastic autoregressive models with thresholds; GARCH model; Hidden Markov chain; Hysteresis; Jump resonance; Markov switching model; Mis-speci
Keywords: مدل GARCH; C16; C32; C51; C53; Q52; Q53; EUA market; EU ETS; Carbon emission trading; Garch model; Normal mixture;
Keywords: مدل GARCH; CARRS model; Rogers and Satchell estimator; Forecast evaluation; Volatility modeling; GARCH model;
Keywords: مدل GARCH; GARCH model; Low and high prices; NIG distribution; Turmoil period; Volatility forecasting
Keywords: مدل GARCH; Macroeconomic factors; Foreign direct investment; Foreign portfolio investment; GARCH model
Laplace approximations using nα-consistent estimators
Keywords: مدل GARCH; Asymptotic expansion; Bayesian analysis; GARCH model; Laplace's approximation;
Study on the influence mechanism of air quality on stock market yield and Volatility: Empirical test from China based on GARCH model
Keywords: مدل GARCH; AQI; Investor sentiment; Stock market; GARCH model;
Modeling of water usage by means of ARFIMA-GARCH processes
Keywords: مدل GARCH; ARFIMA model; GARCH model; Long-range dependence; Water usage;
The ZD-GARCH model: A new way to study heteroscedasticity
Keywords: مدل GARCH; Conditional heteroscedasticity; GARCH model; Generalized quasi-maximum likelihood estimator; Heteroscedasticity; Portmanteau test; Stability test; Top Lyapunov exponent; Zero-drift GARCH model;
Macro news and exchange rates in the BRICS
Keywords: مدل GARCH; BRICS; Exchange rates; GARCH model; Macro news; C32; F36; G15;
Cyclic spectral analysis of electrocardiogram signals based on GARCH model
Keywords: مدل GARCH; ECG signals; CSA; GARCH model; MRF; SVM;
Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots
Keywords: مدل GARCH; Emissions allowances; China's emissions trading scheme; Price dynamics; Asymmetry effect; GARCH model; Regime-switching process; C32; G12; N55; Q21; Q56;
Value-at-Risk under Lévy GARCH models: Evidence from global stock markets
Keywords: مدل GARCH; C22; G17; Value-at-Risk; Risk management; Lévy distributions; GARCH model; Asymmetry; Long memory;
Nexus between Political Instability and Economic Growth in Pakistan
Keywords: مدل GARCH; Political instability; economic growth; GARCH model; Pakistan;
A discussion on the innovation distribution of the Markov regime-switching GARCH model
Keywords: مدل GARCH; GARCH model; Regime-switching; Fat-tailed distribution; Tempered stable distribution;
GARCH-based robust clustering of time series
Keywords: مدل GARCH; Heteroskedastic time series; Unconditional and time-varying volatility; GARCH model; Fuzzy partitioning around medoids; Outliers; Robust metric; Noise cluster; Trimming; Volatilities daily stocks returns; International stock-market volatility daily return
Images steganalysis using GARCH model for feature selection
Keywords: مدل GARCH; Steganalysis; Feature Extraction; GARCH Model; Higher order statistics
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Keywords: مدل GARCH; Aggregation; Heterogeneity; GARCH model; VolatilityC13; C21; G17
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Keywords: مدل GARCH; Idiosyncratic risk; Quantile regression; GARCH model; Panel data; C14; C21; C22; C23;
Robust algorithm for brain magnetic resonance image (MRI) classification based on GARCH variances series
Keywords: مدل GARCH; Magnetic resonance image (MRI); Discrete wavelet transform (DWT); GARCH model; Principal component analysis (PCA); Linear discriminant analysis (LDA); K-nearest neighbor (KNN); Support vector machine (SVM);
Does the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms
Keywords: مدل GARCH; Sustainability stock indexes; Corporate financial performance; Event study; Three-factor model; GARCH model
A detailed comparison of value at risk estimates
Keywords: مدل GARCH; Value at risk; Parametric model; Extreme value theory model; GARCH model; Risk management
RCA model with quadratic GARCH innovation distribution
Keywords: مدل GARCH; Fat tailed innovation distribution; GARCH model; Kurtosis; Random coefficient autoregressive model; Variance;
Econometric modeling and value-at-risk using the Pearson type-IV distribution
Keywords: مدل GARCH; C01; C46; C5; Financial markets; Value-at-risk; GARCH model; Pearson type-IV distribution;
Specification tests for the error distribution in GARCH models
Keywords: مدل GARCH; GARCH model; Goodness-of-fit test; Symmetry test; Empirical characteristic function; Bootstrap test
Asymmetric and threshold effects on comovements among Germanic cross-listed equities
Keywords: مدل GARCH; G15; Asymmetry; Thresholds; GARCH model; Futures contracts; Comovements;
Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks
Keywords: مدل GARCH; Financial markets; GARCH model; Evaluating forecasts; High-frequency data; Realized variance
Applying a combined fuzzy systems and GARCH model to adaptively forecast stock market volatility
Keywords: مدل GARCH; Genetic algorithm; Fuzzy systems; Stock market forecast; GARCH model; Recursive least-squares
Adaptive Fuzzy-GARCH model applied to forecasting the volatility of stock markets using particle swarm optimization
Keywords: مدل GARCH; Particle swarm optimization; Fuzzy systems; GARCH model; Forecasting volatility; Adaptive algorithm
Cross hedging single stock with American Depositary Receipt and stock index futures
Keywords: مدل GARCH; C32; C51; G15; G17; Single stock hedging; American Depositary Receipt; GARCH model; Regime switching;
Forecasting exchange rate volatility using high-frequency data: Is the euro different?
Keywords: مدل GARCH; Euro exchange rates; Volatility forecasting; High-frequency data; GARCH model; Long memory time series; Forecast evaluation
A margin scheme that advises on when to change required margin
Keywords: مدل GARCH; Margin in futures market; Clearinghouse; Volatility forecasts; GARCH model; Implied volatility
Does stock repurchase declaration affect stock price? Differences between the electrics industry and other industries
Keywords: مدل GARCH; Stock repurchase; Treasury stock; Event study method; Garch Model; Market model; Average CAR
Futures hedging effectiveness under the segmentation of bear/bull energy markets
Keywords: مدل GARCH; Q43; C53; G1; Hedge ratio; Energy futures; GARCH model;
Stock return seasonalities and investor structure: Evidence from China's B-share markets
Keywords: مدل GARCH; G12; G14; G18; Institutional investors; Individual investors; Stock return seasonalities; Chinese stock markets; GARCH model;
Regime switching correlation hedging
Keywords: مدل GARCH; C32; G13; Correlation hedging; Minimum variance hedge ratio; GARCH model; Markov regime switching; Commodity futures;
Stock market integration and volatility spillover: India and its major Asian counterparts
Keywords: مدل GARCH; G10; G14; G15Asian stock markets; Integration; Information spillover; GARCH model
A fuzzy GARCH model applied to stock market scenario using a genetic algorithm
Keywords: مدل GARCH; GARCH model; Fuzzy systems; Genetic algorithm