Keywords: اطمینان مدل مجموعه; C14; C32; C50; G11; G15; Averaging forecasts; Combining forecasts; Heterogeneous autoregressive; Intra-day data; Long memory; Model confidence set; Predictive ability; Realized volatility; Ultra-high frequency;
مقالات ISI اطمینان مدل مجموعه (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: اطمینان مدل مجموعه; 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: اطمینان مدل مجموعه; C22; C52; C55; Volatility forecasting; Oil futures price; Realized range-based volatility; Volatility of realized range-based volatility; Model confidence set;
Keywords: اطمینان مدل مجموعه; Real-time inflation forecasting; Emerging markets; Shrinkage; Factor models; LASSO; Regression trees; Random forests; Complete subset regression; Machine learning; Model confidence set; Forecast combination; Expert forecasts;
Keywords: اطمینان مدل مجموعه; Markov switching multifractal (MSM) models; Volatility; Crude oil markets; GARCH-class models; Model confidence set;
Keywords: اطمینان مدل مجموعه; Coal; Coal plants; Coal-to-liquids; Logit; Probit; Training; Validation; Forecasting; Model confidence set; Google; Google trends; Second great contraction; Global financial crisis
Keywords: اطمینان مدل مجموعه; Multivariate time series; Loss functions; Evaluating forecasts; Covariance matrix; GARCH models; Model confidence set;
Keywords: اطمینان مدل مجموعه; C10; C32; C51; C52; C53; G10; Volatility; Multivariate GARCH; Matrix norm; Loss function; Model confidence set;
Keywords: اطمینان مدل مجموعه; Model confidence set; Model selection; Market risk models;
Forecasting with DSGE models: What frictions are important?
Keywords: اطمینان مدل مجموعه; C11; C53; D58; E37; DSGE model; Macroeconomic forecasting; Forecast evaluation; Model confidence set;
Robust ranking of multivariate GARCH models by problem dimension
Keywords: اطمینان مدل مجموعه; Covariance forecasting; Model confidence set; Robust model ranking; MGARCH; Robust model comparison;
The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options
Keywords: اطمینان مدل مجموعه; Option pricing; Economic loss; Forecasting; Multivariate GARCH; Model confidence set;
Are freight futures markets efficient? Evidence from IMAREX
Keywords: اطمینان مدل مجموعه; Freight markets; Freight rate; IMAREX freight futures; Interval forecasts; Market efficiency; Model confidence set
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Keywords: اطمینان مدل مجموعه; Realized volatility; Long memory; Day-of-the-week effect; Leverage effect; Volatility forecasting; Model confidence set; Macroeconomic news announcements