Keywords: C14; C32; C50; G11; G15; ARFIMA model; HAR model; Intra-day data; Predictive ability; Realized volatility; Ultra-high frequency modelling;
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: Realized volatility; Intra-day electricity market; HAR model; Jumps; EGARCH; C14; C51; Q49;
Keywords: C13; C14; C22; C53; G17; Volatility forecasting; HAR model; Realized range; Overnight returns; Trading volume; Number of trades;
Keywords: C5; G1; G15; Keywords:; Volatility transmission; HAR model; Intraday data; Realized volatility; Non-ferrous base metals; London metal exchange;
Keywords: C22; C53; Forecasting; Long memory process; Structural break; HAR model;
Keywords: C32; G10; G15; Gold futures; Realized volatility; Semivariance; Volatility asymmetry; HAR model;
Keywords: primary, 62M10; secondary, 62M20Conditional heteroscedasticity; Fractional integration; HAR model; High frequency data; Long-memory; Volatility forecasting
Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Keywords: Realized volatility; Forecast; HAR model; Time-varying sparsity; Agricultural commodity futures;
Recursive wind speed forecasting based on Hammerstein Auto-Regressive model
Keywords: HAR model; ARIMA model; ANN model; Short term forecast; Iterative multi-steps WSF; Pattern identification
A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model
Keywords: HAR model; Long-memory; Parameter constancy; Realized volatility; Structural break
A CUSUM test for a long memory heterogeneous autoregressive model
Keywords: C22; HAR model; Parameter constancy; Realized volatility; Structural break;
An empirical analysis of the downside risk-return trade-off at daily frequency
Keywords: Risk-return tradeoff; Downside-risk; MIDAS regressions; HAR model; Intraday data;
Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach
Keywords: Volatility transmission; HAR model; Equity markets; Energy markets; Dynamic conditional correlation; C5; G1; G15;