Keywords: اثربخشی هجایی; Gold; Hedging effectiveness; Portfolio diversification; VAR-ADCC-BVGARCH model; Hedge ratio
مقالات ISI ترجمه شده اثربخشی هجایی
مقالات ISI اثربخشی هجایی (ترجمه نشده)
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Keywords: اثربخشی هجایی; Gold VIX (GVZ); Silver VIX (VXSLV); VAR-GARCH model; Hedging effectiveness;
Keywords: اثربخشی هجایی; Shipping risk management; Freight derivatives; Portfolio diversification; Hedging effectiveness; Hedge ratios; G11; G31; R40;
Keywords: اثربخشی هجایی; D81; G31; L95; Q02; Q40; C61; Natural gas; Optimal hedging; Hedging effectiveness; Hedging with cointegrated series;
Keywords: اثربخشی هجایی; Realized hedge ratio; Dynamic hedging; Hedging effectiveness; Forecasting;
Keywords: اثربخشی هجایی; G01; G12; G13; G15Sovereign debt crisis; Fixed income securities; Bond portfolio management; Interest rate futures; Hedge ratio; Hedging effectiveness
Keywords: اثربخشی هجایی; American knock-in options; Static hedging portfolio; Theta-matching condition; CEV model; Hedging effectiveness; G13;
Keywords: اثربخشی هجایی; G11; G13; G19Index futures; Mispricing; Price discovery; Volatility; Hedging effectiveness
Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets
Keywords: اثربخشی هجایی; GCC markets; Global markets; Multi-chain MS model; Hedging effectiveness; Portfolio weights;
Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales
Keywords: اثربخشی هجایی; Hedging; Futures market; Minimum-variance (MV) hedge ratio; Detrended MV hedge ratio; Hedging effectiveness; Time scales
Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Keywords: اثربخشی هجایی; GCC; Islamic banking; Commodity markets; Risk spillovers; Hedging effectiveness; G14; G15;
A simple test of optimal hedging policy
Keywords: اثربخشی هجایی; Optimal hedge ratio; Risk-return measure; Sharpe ratio; Hedging effectiveness; Mean–variance analysis
Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
Keywords: اثربخشی هجایی; G15; G19; G32Hedge ratio; Hedging effectiveness; Wavelet analysis; Bivariate GARCH
Sudden changes in variance and time varying hedge ratios
Keywords: اثربخشی هجایی; Finance; Hedging effectiveness; GARCH; Sudden changes in variance
A copula-multifractal volatility hedging model for CSI 300 index futures
Keywords: اثربخشی هجایی; Econophysics; Multifractal volatility model; Dynamic copula functions; CSI 300 index; Hedging effectiveness;
Hedging strategy for crude oil trading and the factors influencing hedging effectiveness
Keywords: اثربخشی هجایی; C15; F31; G32Crude oil; Complex hedge; Hedging effectiveness
Hedging effectiveness comparisons: A note
Keywords: اثربخشی هجایی; Hedging effectiveness; MV strategy; EC strategy; Structural change;
Statistical properties of post-sample hedging effectiveness
Keywords: اثربخشی هجایی; Futures markets; Hedging effectiveness; Post-sample analysis;
Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis
Keywords: اثربخشی هجایی; G1; G13; G15; Hedging effectiveness; Futures market; Stock market; Wavelet analysis;
The use and abuse of the hedging effectiveness measure
Keywords: اثربخشی هجایی; G11; Hedging effectiveness; OLS hedge ratio; Unconditional variance; Conditional variance;