Keywords: نوسانات ضمنی; C32; Q4; Time-varying causality; Implied volatility; Crude oil; Natural gas; Options;
مقالات ISI نوسانات ضمنی (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: نوسانات ضمنی; Implied volatility; Hawkes process; Peaks over threshold; Point process; Extreme events; C32; C53; C58;
Keywords: نوسانات ضمنی; G10; G01; Stock market; Credit default swap; Implied volatility; CreditGrades; Return expectations;
Keywords: نوسانات ضمنی; C1; C5; G1; Crude oil; Connectedness; Currency; Implied volatility; Network; Spillover;
Keywords: نوسانات ضمنی; primary; 60F10; secondary; 91B25, 60G44; 60G44; Implied volatility; Option price; Tail probability; Stochastic volatility model; Large deviations; Multiscaling of moments;
Keywords: نوسانات ضمنی; VIX; Implied volatility; Options market; Emerging markets; Market microstructure; F30; G13; G14;
Keywords: نوسانات ضمنی; G130; Distance to default; Default prediction; Implied cost of capital; Implied volatility;
Keywords: نوسانات ضمنی; C14; C22; C52; C53; G15; Stock market; Implied volatility; Volatility forecasting; Singular Spectrum Analysis; ARFIMA; HAR; Holt-Winters; Model Confidence Set; Model-averaged forecasts;
Keywords: نوسانات ضمنی; G1; G14; G15; C5; Fear gauge; Affective reaction; Herding; Implied volatility; Behavioral bias;
Keywords: نوسانات ضمنی; Covariance forecasting; High-frequency data; Implied volatility; Asset allocation; Risk-return trade-off; C50; C58; G11; G12;
Keywords: نوسانات ضمنی; Credit default swap; Recovery rates; Implied tree models; Implied volatility; Local volatility; Option pricing; C02; C13; G12; G13;
Keywords: نوسانات ضمنی; C22; E44; F36; G17; G19; Dynamic correlation; Implied volatility; KOSPI200; Macroeconomic variables; VKOSPI;
Keywords: نوسانات ضمنی; C13; G15; Q40; Implied volatility; Gold; Crude oil; Indian stock market; Cointegration; Nonlinear causality;
Keywords: نوسانات ضمنی; G11; G12; G14; G40; Informed trading; Noise; Microstructure; Implied volatility; Hoax; Changepoint;
Keywords: نوسانات ضمنی; C32; C58; D81; CDS; Cointegration; Credit risk; Fat tail; Implied volatility; Market risk; Quantile regression; Regime shifts; Risk management; Risk signal; Skewness;
Keywords: نوسانات ضمنی; C22; C53; G11; G12; G17; Return predictability; Implied volatility; Chinese stock market; ICAPM; Liquidity risk;
Keywords: نوسانات ضمنی; Implied volatility; Gold; Chinese equities; Indian equities; Frequency domain causality; C13; G15;
Keywords: نوسانات ضمنی; G1; G14; G15; Herding; Quantile regression; Implied volatility;
Keywords: نوسانات ضمنی; G10; C02; C88; 65-02; 91G20; 91G60; Implied volatility; Quantitative methods; Numerical calculus;
Keywords: نوسانات ضمنی; Momentum; Implied volatility; G10; G11; G12; G13;
Keywords: نوسانات ضمنی; Heston manifold; Distance to the line; Level sets; Minimization problems; Implied volatility;
Keywords: نوسانات ضمنی; G1; G14; G15; Implied volatility; Quantile regression; Behavioral bias; Predictability;
Keywords: نوسانات ضمنی; G10; G11; G14; G17; Extreme returns; Implied volatility; Conditional volatility; Idiosyncratic volatility; Expected shortfall;
Keywords: نوسانات ضمنی; Oil futures curve; Inventory; Consumption; Implied volatility; VAR; Q40; C58;
Keywords: نوسانات ضمنی; Text-based analysis; Implied volatility; Rare disasters; Equity premium; Return predictability; Machine learning; G12; C82; E44;
Keywords: نوسانات ضمنی; G14; G12; G02; Stock price jump; Implied volatility; Information risk;
Keywords: نوسانات ضمنی; Implied volatility; OBX index; VIX; Volatility forecasting; Leverage effect;
Keywords: نوسانات ضمنی; G02; G14; C53; C58; Anchoring; Implied volatility; Realized volatility; Asymmetric volatility; VIX; VXST;
Keywords: نوسانات ضمنی; C21; G12; G13; Asymmetric return-volatility relation; Implied volatility; Index options; Intraday; Quantile regression; VIX;
Keywords: نوسانات ضمنی; E32; C32; Oil price volatility; Equity volatility, directional connectedness; Implied volatility;
Keywords: نوسانات ضمنی; Stochastic elasticity of variance; Multiscale; Leverage effect; Implied volatility;
Keywords: نوسانات ضمنی; primary, 91G20; secondary, 60G15Averaging principle; Stochastic elasticity of variance; Stochastic interest rate; Implied volatility
Keywords: نوسانات ضمنی; Implied volatility; Realized volatility; Volatility risk premium; Contagion; Heteroskedasticity bias; Wavelets; C32; C38; C58; G13;
Keywords: نوسانات ضمنی; Implied volatility; Volatility index; Treasury; Implied volatility spillovers; News announcements; G11; G12; G14;
Keywords: نوسانات ضمنی; Implied volatility; Smile slope; Heterogeneous beliefs;
Keywords: نوسانات ضمنی; Fuzzy statistics and data analysis; Finance; Fuzzy regression methods; Non-linear programming; Implied volatility
Keywords: نوسانات ضمنی; Weeklys; Monthlys; Greeks; Implied volatility; Spread; Price discovery; G130;
Keywords: نوسانات ضمنی; C13; C22; C53; G14; Investor sentiment; Risk-neutral skewness; Implied volatility; Volatility forecasting;
Keywords: نوسانات ضمنی; C51; C52; G12; High-frequency data; Implied volatility; Jump activity; Kolmogorov-Smirnov test; Stable process; Stochastic volatility; VIX index;
Keywords: نوسانات ضمنی; C22; C23; G1; G10; G15; G18; H3Political uncertainty; Investor sentiment; Financial market uncertainty; Implied volatility; Exchange traded options; Stock markets
Keywords: نوسانات ضمنی; G10; G12; G13; Implied volatility; Realized volatility; Electricity; Forwards; Options;
Keywords: نوسانات ضمنی; Commodity options; Implied volatility; Jump diffusion models; Functional data analysis
Keywords: نوسانات ضمنی; D0; D8; G12; G14; Perceived risk; Asymmetrical information; Option market microstructure; Implied volatility; Market efficiency; Volume of trade;
Keywords: نوسانات ضمنی; Accounting quality; Accruals quality; Information risk; Earnings announcements; Implied volatility; Investor uncertainty;
Keywords: نوسانات ضمنی; C2; G1; G11; G14; News sentiment; VIX; Implied volatility; Stock market; Investor behaviour;
Keywords: نوسانات ضمنی; G13; G12Canonical least-squares Monte Carlo; Variance constraint; Implied volatility; American-style S&P 100 index put; Numerical measure change
Keywords: نوسانات ضمنی; Implied correlation estimate; Index option; Vanilla option; Implied volatility; VIX;
Keywords: نوسانات ضمنی; G12; G19; Volume; Implied volatility; Option smile; Forecasting; VAR models;
Keywords: نوسانات ضمنی; G12; G24; G31; G32; Seasoned Equity Offering; Implied volatility; Cost of equity; Price risk; Investment bank fees;
Keywords: نوسانات ضمنی; C50; C58; Bias correction; Implied volatility; Kernel estimator; Pricing errors;