Keywords: داده های با فرکانس بالا; Econophysics; Stock market resiliency; Discrete Fourier Transform; Window function; High-frequency data;
مقالات ISI داده های با فرکانس بالا (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: داده های با فرکانس بالا; Liquidity; Market microstructure; High-frequency data; Sovereign bonds; LCR; C58; G12; G28;
Keywords: داده های با فرکانس بالا; C10; C80; Bipower variation; Bootstrapping; Diurnal variation; High-frequency data; Microstructure noise; Pre-averaging; Time-varying volatility;
Keywords: داده های با فرکانس بالا; G12; C22; C14; High-frequency data; Rounding errors; Market microstructure noise; Integrated volatility; Realized volatility;
Keywords: داده های با فرکانس بالا; Covariance forecasting; High-frequency data; Implied volatility; Asset allocation; Risk-return trade-off; C50; C58; G11; G12;
Keywords: داده های با فرکانس بالا; C410; G120; Microstructure noise; Noise-to-signal ratio; Realized variance; High-frequency data;
Keywords: داده های با فرکانس بالا; Computation time; Fractional integration; Fourier transforms; GARCH; Long memory; High-frequency data; C22; C51; C53; C58;
Keywords: داده های با فرکانس بالا; volatility forecasting; leverage effect; time-varying volatility; nonferrous metals futures; high-frequency data;
Keywords: داده های با فرکانس بالا; Risk-return trade-off; High-frequency data; Volatility risk; Downside risk; Jump risk;
Keywords: داده های با فرکانس بالا; C13; C14; C55; C58; G01; High-dimensional data; High-frequency data; Latent factor model; Principal components; Portfolio optimization;
Keywords: داده های با فرکانس بالا; C32; G14; High-frequency data; Market microstructure; Price discovery; Kalman filter;
Keywords: داده های با فرکانس بالا; C01; C02; C13; C14; C22; C32; C58; Asymptotic bias; Asynchronous times; Endogenous model; Hayashi-Yoshida estimator; High-frequency data; Quadratic covariation; Time endogeneity;
Keywords: داده های با فرکانس بالا; C10; C80; Bipower variation; High-frequency data; Microstructure noise; Positive semi-definite estimation; Pre-averaging; Stochastic volatility; Subsampling;
Keywords: داده های با فرکانس بالا; C58; G11; G01; Systematic risk; Jumps; Equity risk premium; High-frequency data;
Keywords: داده های با فرکانس بالا; Common jumps; Discrete sampling; High-frequency data; Itô semimartingale; Statistical test; Stochastic volatility model;
Keywords: داده های با فرکانس بالا; Adaptive estimation; Beta; Stochastic volatility; Spot variance; Semiparametric efficiency; High-frequency data;
Keywords: داده های با فرکانس بالا; F31; F4; G1; Global financial crisis; Exchange rates; Volatility; Macroeconomic news; High-frequency data;
Keywords: داده های با فرکانس بالا; C51; C52; G12; Bootstrap; High-frequency data; Jumps; Regression; Semimartingale; Specification test; Stochastic volatility;
Keywords: داده های با فرکانس بالا; C12; C14; C15; G1; Activity index; Bootstrap; Blumenthal-Getoor index; Confidence intervals; High-frequency data; Hypothesis testing; Realized power variation; Stable processes;
Keywords: داده های با فرکانس بالا; C15; C22; C58; High-frequency data; Market microstructure noise; Non-synchronous data; Jumps; Realized measures; Integrated covariance; Wild bootstrap; Block bootstrap;
Keywords: داده های با فرکانس بالا; Risk-return relationship; Volatility risk; Downside risk; Jump risk; High-frequency data;
Keywords: داده های با فرکانس بالا; Exchange rates; High-frequency data; Informed trading; Markov-switching model;
Keywords: داده های با فرکانس بالا; C51; C52; G12; High-frequency data; Occupation measure; Semimartingale; Specification test; Stochastic volatility;
Keywords: داده های با فرکانس بالا; F31; F4; G1; Financial crisis; Exchange rates; US dollar; Macroeconomic news; High-frequency data;
Keywords: داده های با فرکانس بالا; C15; F31; G01; Exchange rates; Brownian motion; Volatility; Jumps; Intraday periodicity; High-frequency data;
Keywords: داده های با فرکانس بالا; Volatility forecasting; Realized measure; High-frequency data; Forecasting evaluation; G1; C4;
Keywords: داده های با فرکانس بالا; VAR; Bootstrap; High-frequency data; Spill-over; Higher moments; C32; F31; G15;
Keywords: داده های با فرکانس بالا; C51; C52; G12; High-frequency data; Implied volatility; Jump activity; Kolmogorov-Smirnov test; Stable process; Stochastic volatility; VIX index;
Keywords: داده های با فرکانس بالا; G10; G14; G15; Return/volatility spillover; China related stock index; High-frequency data; Intraday periodicity;
Keywords: داده های با فرکانس بالا; Big financial data; DWT; High-frequency data; MODWT; Wavelet;
Keywords: داده های با فرکانس بالا; C58; Realized covariance matrix; Optimal hedge ratio; Conditional hedging model; High-frequency data;
Keywords: داده های با فرکانس بالا; Volatility function; Diffusion models; Nonparametric estimation; Two-step estimation; High-frequency data; C01; C14; C15; C22;
Keywords: داده های با فرکانس بالا; Informed trading; Microstructure; Upstairs market; LSE; High-frequency data; G12; G20;
Keywords: داده های با فرکانس بالا; Realized correlation; High-frequency data; ICE crude oil; Gasoil; Gas futures; G1; G13; C13; C58;
Keywords: داده های با فرکانس بالا; C51; C52; G12; Asymmetric volatility activity; High-frequency data; Laplace transform; Signed power variation; Specification testing; Stochastic volatility; Volatility jumps;
Keywords: داده های با فرکانس بالا; primary; 62P20; secondary; 62F99; 60E05; Birnbaum-Saunders distribution; EM algorithm; High-frequency data; Maximum likelihood estimator; Monte Carlo simulation;
Keywords: داده های با فرکانس بالا; Central bank communication; Exchange rate communication; Official statements; High-frequency data; Jump process; VolatilityE58; F31; G15
Keywords: داده های با فرکانس بالا; C14; C80; Jump variation; High-frequency data; Microstructure noise; Pre-averaging; Realized variation;
Keywords: داده های با فرکانس بالا; C13; C14; G10; G12; Extreme events; Jumps; High-frequency data; Jump tails; Non-parametric estimation; Stochastic volatility; Systematic risks; Tail dependence;
Keywords: داده های با فرکانس بالا; 62F05; 62M07; 62M09; Goodness of fit; High-frequency data; Self-normalized residuals; Stochastic differential equation;
Keywords: داده های با فرکانس بالا; G14; G15Macroeconomic news; Impulse response analysis; Volatility; High-frequency data
Keywords: داده های با فرکانس بالا; C4; C5; G1Realized volatility; High-frequency data; Extreme Value Theory; Value-at-Risk; Expected Shortfall
Keywords: داده های با فرکانس بالا; G10; F31Tick rule; Signed trades; Foreign exchange ECN market; High-frequency data
Keywords: داده های با فرکانس بالا; Market price risks; Jump betas; High-frequency data; Cross-sectional return variationC13; C14; G11; G12
Long range dependence in the Bitcoin market: A study based on high-frequency data
Keywords: داده های با فرکانس بالا; Bitcoin market; Long memory; High-frequency data; FIAPARCH; ARFIMA; Local Whittle; Exact local Whittle;
Using high-frequency SCADA data for wind turbine performance monitoring: A sensitivity study
Keywords: داده های با فرکانس بالا; Wind turbine; Power curve; High-frequency data; Performance monitoring; SCADA data;
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Keywords: داده های با فرکانس بالا; C51; C52; G12; High-frequency data; Activity index; Efficient method of moments; Semimartingale; Specification test; Spot variance; Stochastic volatility;
Modeling returns volatility: Realized GARCH incorporating realized risk measure
Keywords: داده های با فرکانس بالا; High-frequency data; Volatility; Realized GARCH; Realized risk measures;
Composite quantile regression for GARCH models using high-frequency data
Keywords: داده های با فرکانس بالا; GARCH models; Composite quantile regression; Volatility proxy; High-frequency data; Robustness; Asymptotic normality; Efficiency;
The intraday volatility spillover index approach and an application in the Brexit vote
Keywords: داده های با فرکانس بالا; C3; G15; Brexit vote; High-frequency data; Spillover index; Volatility spillover effect;