Keywords: مدل چند منظوره; Energy storage systems; Future curve modeling; Multifactor model; Wholesale power market;
مقالات ISI مدل چند منظوره (ترجمه نشده)
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Keywords: مدل چند منظوره; Saudi stock exchange; Multifactor model; And factor premiums; G10; G11; G12; G18; G20;
Keywords: مدل چند منظوره; D91; G12; Multifactor model; Intertemporal model; Stock valuation; CCAPM; Long-run risk;
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Keywords: مدل چند منظوره; C32; C51; G13; Multivariate stochastic volatility; Wishart process; Leverage effects; Feedback effects; Multifactor model; Option pricing;
McMC estimation of multiscale stochastic volatility models with applications
Keywords: مدل چند منظوره; Time scales in volatility; Markov chain Monte Carlo; Multifactor model; Implied volatility surface; Model calibration
Contrarian investment strategies work better for dually-traded stocks: Evidence from Hong Kong
Keywords: مدل چند منظوره; G11; G12; G15Contrarian strategy; Cross-listings; Turnover ratio; Hong Kong; Multifactor model
Evaluating mutual fund performance in an emerging Asian economy: The Malaysian experience
Keywords: مدل چند منظوره; G11; G23; Mutual funds; Emerging market; Malaysia; Multifactor model; Performance measures;
Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions
Keywords: مدل چند منظوره; Asset pricing models; Multifactor model; Mean-variance spanning; Non-normality; Multivariate linear regression; Exact test; Monte Carlo test; Bootstrap; Specification test; Diagnostics; GARCH; Variance ratio test.
Linking global economic dynamics to a South African-specific credit risk correlation model
Keywords: مدل چند منظوره; C32; C51; E44; Credit portfolio management; Multifactor model; Vector error-correcting model (VECM); Credit correlations;
The Italian hedge funds industry: An empirical analysis of performance and persistence
Keywords: مدل چند منظوره; G11; G23; G24Hedge funds performance; Italy; Multifactor model; Panel data; Performance persistence
Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models
Keywords: مدل چند منظوره; C22; Autoregression; Monte Carlo likelihood method; Multifactor model; Stochastic volatility; Student's t-distribution;
Do zero-cost portfolios have the ability to predict economic growth? Evidence from Hong Kong, South Korea and Taiwan
Keywords: مدل چند منظوره; G10; G15; Multifactor model; Size effect; Book-to-market equity effect;
What are the risks when investing in thin emerging equity markets: Evidence from the Arab world
Keywords: مدل چند منظوره; F3; G1; N2CAPM; Multifactor model; Arab emerging markets
An empirical analysis of hedge fund performance: The case of Australian hedge funds industry
Keywords: مدل چند منظوره; G23; G21; G10; Hedge fund performance; Multifactor model; Market timing;
Consumption growth as a risk factor? Evidence from Canadian financial markets
Keywords: مدل چند منظوره; G10; G12; Asset pricing; Multifactor model; Risk premia; Conditional betas;
Bootstrap specification tests for diffusion processes
Keywords: مدل چند منظوره; C12; C22; Block bootstrap; Diffusion process; Multifactor model; Parameter estimation error; Specification test; Stochastic volatility;