Keywords: اثر نفوذ; C22; C52; C53; Volatility forecasting; Realized volatility; Leverage effect; Economic policy uncertainty; Regime switching;
مقالات ISI اثر نفوذ (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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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: اثر نفوذ; Volatility forecasts; Volatility elasticity; Price level effect; Leverage effect; Distribution effect; C52; C53; G15;
Keywords: اثر نفوذ; C12; C22; G17; Asymmetry; GARCH; Mixture of Gaussian distributions; Generalized hyperbolic distributions; S&P 500; Leverage effect;
Keywords: اثر نفوذ; G11; G12; G14; Volatility asymmetry; Leverage effect; Analysts; Investor attention;
Keywords: اثر نفوذ; C58; C22; C53; Volatility; GARCH-MIDAS; Leverage effect; Forecasting;
Keywords: اثر نفوذ; C4; G13; G32; Tail risk; Leverage effect; Feedback effect; Dynamic conditional correlation; VIX; SKEW; VVIX;
Keywords: اثر نفوذ; Econophysics; Financial market; Business sector; Leverage effect; Two-factor model;
Keywords: اثر نفوذ; volatility forecasting; leverage effect; time-varying volatility; nonferrous metals futures; high-frequency data;
Keywords: اثر نفوذ; C32; C58; G10; Q02; Leverage effect; Commodities; Mixture of normal distribution; Recursive estimation; EGARCH;
Keywords: اثر نفوذ; Return-volatility trade-off; Leverage effect; Volatility feedback effect; Time-varying; DCCA; C10; C14; G12; G15;
Keywords: اثر نفوذ; Conditional heteroscedasticity; Leverage effect; MCMC estimator; Option pricing; Volatility forecasting;
Keywords: اثر نفوذ; Law of proportionate effects; Financial constraints; Growth cash flow sensitivity; Leverage effect; GMM; C23; D82; G32; L25;
Keywords: اثر نفوذ; C13; C32; Regime switching model; Latent factor; Endogeneity; Mean reversion; Leverage effect; Maximum likelihood estimation; Markov chain;
Keywords: اثر نفوذ; Event study; Cumulative abnormal return; Leverage effect; Shareholder value; Stock market; Marketing-finance interface; Financial structure;
Keywords: اثر نفوذ; Leverage effect; Volatility feedback; EGARCH; G12; G17; G19;
Keywords: اثر نفوذ; Data frequency; Leverage effect; Mixed data sampling; Models ranking; Volatility proxy; C22; C52; C53; G32;
Keywords: اثر نفوذ; EUA; sCER; Spot and futures markets; Carbon swap trading; Energy prices; Correlation; Volatility; Contagion; Leverage effect; C51; Q56;
Keywords: اثر نفوذ; Implied volatility; OBX index; VIX; Volatility forecasting; Leverage effect;
Keywords: اثر نفوذ; Dynamic correlation; Leverage effect; Matrix exponential; Markov chain Monte Carlo; Multi-move sampler; Multivariate stochastic volatility;
Keywords: اثر نفوذ; C01; C02; C13; C14; C22; G11; Consistency; Cumulants; Contiguity; Continuity; Discrete observation; Efficiency; Equivalent martingale measure; High frequency data; Jumps; Leverage effect; M-estimation; Medianisation; Microstructure; Pre-averaging; Realise
Keywords: اثر نفوذ; C14; C15; Distribution function; Leverage effect; Gaussian process;
Keywords: اثر نفوذ; G12; G13; G32; Asset volatility; Asset returns; Leverage effect; Persistence in volatility; Asset beta;
Keywords: اثر نفوذ; Stochastic elasticity of variance; Multiscale; Leverage effect; Implied volatility;
Keywords: اثر نفوذ; G17; C32; C51; C53; C58; Q41; Electricity price; Renewable energy; Leverage effect; Forecasting; VAR; Lasso;
Keywords: اثر نفوذ; G00; G15; G17Stochastic volatility; Leverage effect; Volatility asymmetry; Forecasting; MCMC
Keywords: اثر نفوذ; D51; D52; G11; G12Limits of arbitrage; Rational bubbles; Wealth constraints; Excess volatility; Leverage effect
Keywords: اثر نفوذ; D84; G12; G14Rational expectations; Difference of opinions; Sentiment; Volatility clustering; Leverage effect
Keywords: اثر نفوذ; Adaptive estimation; Discrete observation; Efficiency; High frequency data; Itô process; Leverage effect; Microstructure; Pre-averaging; Realized volatility; Semi-martingale; Stable convergence;
Keywords: اثر نفوذ; Energy commodities; Leverage effect; Volatility; Long-term memory; C10; G10; Q40;
Keywords: اثر نفوذ; G12; G13; Volatility persistence; Price asymmetry; Leverage effect; Long memory;
Keywords: اثر نفوذ; Econophysics; Complex system; Random matrix theory; Leverage effect;
Keywords: اثر نفوذ; C22; F31; F37; G12; G15; Stock return; Chinese stock market; Conditional heteroskedasticity; Leverage effect; Regime persistence;
Keywords: اثر نفوذ; ARFIMA; Leverage effect; Long memory; Markov Chain Monte Carlo; Mixture sampler; Realized volatility; Realized stochastic volatility model; State space model;
Keywords: اثر نفوذ; Value-at-risk; Expected shortfall; Long memory; Leverage effect; Distribution effects; Global financial crisis
Keywords: اثر نفوذ; C4; G1; Q4; WTI; Crude oil price; Implied volatility; Leverage effect; Feedback effect;
Keywords: اثر نفوذ; G01; G11; G14; G15; Real estate investment trust; Volatility clustering; Leverage effect; Size effect; Contagion effect;
Keywords: اثر نفوذ; C32; G15; Conditional correlation; Contagion risk; Multivariate BEKK; Leverage effect; Nonparametric regression; Systematic risk; Systemic risk; Volatility spillover;
Keywords: اثر نفوذ; Market volatility; Asymmetric volatility; Leverage effect; Volatility feedback; Market stress; Financial stability; Systemic risk; Extreme volatility; Aggregate asset prices
Keywords: اثر نفوذ; F23; F36; G10; G30Normality; Return predictability; Leverage effect; Volatility clustering; Efficiency; Emerging markets
Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses
Keywords: اثر نفوذ; DCC model; MGARCH model; Leverage effect; Oil equities; Oil futures; Return transmission; Skew-t errors; Spillovers; G11; G13; G15; Q43;
Rational GARCH model: An empirical test for stock returns
Keywords: اثر نفوذ; Asymmetric GARCH model; Leverage effect; Padé approximants; Rational approximation; Deviance information criterion; News impact curve;
Cholesky realized stochastic volatility model
Keywords: اثر نفوذ; Cholesky stochastic volatility model; Dynamic correlations; Leverage effect; Markov chain Monte Carlo; Realized covariances;
A high-frequency analysis of the interactions between REIT return and volatility
Keywords: اثر نفوذ; High-frequency data; Leverage effect; Volatility feedback effect; Causality; REIT;
Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect
Keywords: اثر نفوذ; Variance-optimal hedging; COS method; Incomplete market; Stochastic volatility; Leverage effect
Model-free volatility indexes in the financial literature: A review
Keywords: اثر نفوذ; Volatility indices; Leverage effect; Forecast volatility; Variance risk premium; Volatility derivatives; G10; C12; G13; G14;
Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data
Keywords: اثر نفوذ; 60H07; 91G80; 93D15; Malliavin calculus; Volatility feedback effect; Leverage effect; Fourier method;
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Keywords: اثر نفوذ; C11; C14; C53; C58; Bayesian nonparametrics; Dirichlet process mixture; Leverage effect; Stochastic volatility;
Assessing the impact of macroeconomic news on the U.S. forest products industry portfolio across business cycles: 1963–2010
Keywords: اثر نفوذ; ARMA–EGARCH; Business cycle; Forest products industry; Leverage effect; Macroeconomic news; Volatility clustering
An economic analysis of the “Korean Electronic Site Licensing Initiative” (KESLI) consortium
Keywords: اثر نفوذ; Korean Electronic Site Licensing Initiative; KESLI; Library consortium; Electronic information; Economic valuation; Value measurement; Leverage effect; Benefit to cost ratio; Huber's M-estimate;
Day-of-the-week effect on the VIX. A parsimonious representation
Keywords: اثر نفوذ; C32; G13; G15; Volatility index; Returns; Box-Cox transformation; Seasonality; Leverage effect;