Keywords: G11; G12; G14; G15Informational efficiency; Market microstructures; Liquidity; Volatility; Emerging markets finance; Trinidad and Tobago Stock Exchange; GMM estimator
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: Panel data; European Union; Economic growth; Banks; Stock markets; GMM estimator;
Keywords: C10; C31; C33; Non-performing loans; House prices; Dynamic panels; Spatial dependence; GMM estimator;
Keywords: Extreme value theory; GMM estimator; Value-at-Risk; Multivariate maxima of moving maxima model;
Keywords: NPLs; Macro-financial linkages; GMM estimator; Panel VAR analysis; Islamic banking system
Copula structured M4 processes with application to high-frequency financial data
Keywords: Time series; Sparse multivariate maxima of moving maxima model; GMM estimator; Finance;
Case deletion diagnostics for GMM estimation
Keywords: GMM estimator; Influential observations; Case deletion; Diagnostic measures; GMM-residual; GMM-leverage
On spatial processes and asymptotic inference under near-epoch dependence
Keywords: C10; C21; C31; Random fields; Near-epoch dependent processes; Central limit theorem; Law of large numbers; GMM estimator;
Evaluating stochastic discount factors from term structure models
Keywords: G12; C1; C5Stochastic discount factors; Term structure models; Monte Carlo method; GMM estimator
Examining bias in estimators of linear rational expectations models under misspecification
Keywords: C13; C22; E31; Rational expectations model; GMM estimator; ML estimator; Specification bias;
Small sample bias properties of the system GMM estimator in dynamic panel data models
Keywords: C23; Dynamic panel data model; GMM estimator; Finite sample bias;
Testing for the New Keynesian Phillips Curve. Additional international evidence
Keywords: E31; Forward-looking Phillips curve; Euro area; GMM estimator; ML estimator;