Keywords: مدل های چند متغیره GARCH; Change-point tests; Correlation breaks; Dynamic conditional correlation (DCC); Multivariate GARCH models; Spurious conditional correlation; C12; C52; G01; G11;
مقالات ISI مدل های چند متغیره GARCH (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: مدل های چند متغیره GARCH; Hipótesis de Eficiencia de Mercados; Modelos garch Multivariados; Series Bursátiles; Crisis Financiera Global; Efficient-Market Hypothesis; Multivariate garch models; Stock Series; Global Financial Crisis;
The Copula ADCC-GARCH model can help PIIGS to fly
Keywords: مدل های چند متغیره GARCH; G10; G11; G14; PIIGS; Copulas; Multivariate GARCH models; Optimization problems;
Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
Keywords: مدل های چند متغیره GARCH; Stock markets; Nonlinear causality; Filtering; GJR-GARCH; Multivariate GARCH models; Spillovers; C14; C58; G15; C51; C52;
Keywords: مدل های چند متغیره GARCH; G10; G11; G14Portfolio allocation; Multivariate GARCH models; Information spillover; Risk minimizing portfolio strategy
The impact of the European Union emission trading scheme on the electricity-generation sector
Keywords: مدل های چند متغیره GARCH; C14; C32; C51; Q49; Q58; Carbon emission trading; Multivariate GARCH models; Structural breaks; Non-parametric approach; Energy prices;
Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model
Keywords: مدل های چند متغیره GARCH; Dynamic correlation; Finance; Multivariate GARCH models; Volatility
International stock markets interactions and conditional correlations
Keywords: مدل های چند متغیره GARCH; C32; F36; G15; Multivariate GARCH models; News impact surfaces; Asymmetric volatility;
Dynamic correlations and volatility effects in the Balkan equity markets
Keywords: مدل های چند متغیره GARCH; C5; G11; G15; F36; Portfolio diversification; Multivariate GARCH models; Constant-dynamic conditional correlations; Balkan equity markets;
Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
Keywords: مدل های چند متغیره GARCH; C22; F31; F36; China; Renminbi; Asia; Forward exchange rates; Non-deliverable forward market; Multivariate GARCH models;
Can the traditional Asian US dollar peg exchange rate regime be extended to include the Japanese yen?
Keywords: مدل های چند متغیره GARCH; F36; E44; Multivariate GARCH models; Exchange rate systems; Currency pegs;
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models
Keywords: مدل های چند متغیره GARCH; 89.65.Gh; 0.545 Tp; 05.40.−aNoisy covariance matrices; Multivariate GARCH models; Constant conditional correlation; Portfolio optimization
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Keywords: مدل های چند متغیره GARCH; C32; G10; Q40; Constant conditional correlations; Dynamic conditional correlations; Multivariate GARCH models; Forward prices and returns; Futures prices and returns; WTI oil prices;
Measuring monetary independence: Evidence from a group of new EU member countries
Keywords: مدل های چند متغیره GARCH; F3; F36; C32; Monetary independence hypothesis; Exchange rates; Multivariate GARCH models; Dynamic conditional correlation models;
The impact of general non-parametric volatility functions in multivariate GARCH models
Keywords: مدل های چند متغیره GARCH; Multivariate GARCH models; Asymmetric non-linear volatility; Dynamic conditional correlations; Functional gradient descent (FGD) estimation
Modelling multivariate international tourism demand and volatility
Keywords: مدل های چند متغیره GARCH; International tourism demand; Arrival rate; Volatility; Time-varying Conditional variance; Multivariate GARCH models; Symmetries; Asymmetries; Constant conditional correlation;