Keywords: تغییر رژیم مارکف; Cloud computing; Spot price; Forecast; Markov regime-switching; Scheduling;
مقالات ISI تغییر رژیم مارکف (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: تغییر رژیم مارکف; Value at risk; Foreign exchange rate; GARCH; Markov regime-switching; Stock return;
Keywords: تغییر رژیم مارکف; Wind energy; Volatility forecasting; GARCH models; Markov regime-switching; Realized volatility; C22; Q42; Q47;
Keywords: تغییر رژیم مارکف; Electricity price; Energy island; Markov regime-switching; Price regimes; Tacit collusion; C34; L94; Q41;
Keywords: تغییر رژیم مارکف; G11; G12; G13; G14Metal futures; Investor sentiment; VAR-GARCH-M; Markov regime-switching
Liquidity uncertainty and Bitcoin's market microstructure
Keywords: تغییر رژیم مارکف; C58; G12; G17; Bitcoin; GARCH; Liquidity; Market microstructure; Markov regime-switching;
Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500
Keywords: تغییر رژیم مارکف; Pairs trading; Mean reversion; Markov regime-switching; Portfolio; S&P 500 stock components;
Markov regime-switching quantile regression models and financial contagion detection
Keywords: تغییر رژیم مارکف; Risk analysis; Financial contagion; Markov regime-switching; Quantile regression; Laplace distribution;
Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model
Keywords: تغییر رژیم مارکف; ARFIMA; Autoregressive Fractionally Integrated Moving Average; MRS; Markov Regime-Switching; ACFs; autocorrelation functions; FTSE; London Stock Exchange; DGP; data generation process; QMLE; Quasi Maximum Likelihood Estimation; RMSE; mean square error; TR
Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals
Keywords: تغییر رژیم مارکف; EU ETS; EUA price fundamentals; Markov regime-switching; C22; C58; G13; Q50;
Fitting semiparametric Markov regime-switching models to electricity spot prices
Keywords: تغییر رژیم مارکف; C01; C14; C22; C24; C51; Q40; Electricity spot prices; Mean-reversion; Markov regime-switching; Robust estimation; Semiparametric estimation; Simulation study;
Sources of the great moderation: A time-series analysis of GDP subsectors
Keywords: تغییر رژیم مارکف; C12; C22; E5; Volatility reduction; Endogenous break; Markov regime-switching; Monetary policy;
An empirical comparison of alternate regime-switching models for electricity spot prices
Keywords: تغییر رژیم مارکف; Electricity spot price; Spikes; Markov regime-switching; Heteroscedasticity; Inverse leverage effect;
Ruin theory for a Markov regime-switching model under a threshold dividend strategy
Keywords: تغییر رژیم مارکف; Markov regime-switching; Dividend; Ruin probability; Deficit at ruin; Integro-differential equation;
Is there a connection between monetary unification and real economic integration? Evidence from regime-switching stationarity tests
Keywords: تغییر رژیم مارکف; E4; F3; G1Real interest parity; Stationarity; Markov regime-switching
Multifrequency jump-diffusions: An equilibrium approach
Keywords: تغییر رژیم مارکف; G0; C5; Endogenous jumps; General equilibrium; Markov regime-switching; Multifrequency; Fat tails; Stochastic volatility; Time deformation; Volatility component;
Business cycles and monetary policy asymmetry: An investigation using Markov-switching models
Keywords: تغییر رژیم مارکف; Markov regime-switching; Symmetry; Non-linear;
Can Markov regime-switching models improve power-price forecasts? Evidence from German daily power prices
Keywords: تغییر رژیم مارکف; Q40; L94; C22Electricity spot prices; Markov regime-switching; Forecasting