Keywords: نوسانات تحقق یافته; G15; Q02; Q31; D51; D81; E20; Commodity markets; Options; Realised volatility; Futures jump; Convenience yield; The theory of storage;
مقالات ISI نوسانات تحقق یافته (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: نوسانات تحقق یافته; Oil price volatility; Realised volatility; Intraday jumps; Exchange rate; Intraday data; GARCH model; G15; C2;
Keywords: نوسانات تحقق یافته; Cultural distance; Volatility linkages; Realised volatility; GARCH
Keywords: نوسانات تحقق یافته; 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: نوسانات تحقق یافته; GARCH; Realised volatility; Asymmetry; Jumps; Volatility transmissionC32; C51; C52; G10
Keywords: نوسانات تحقق یافته; F31; G15; G13; Currency futures markets; Risk premiums; Unbiasedness; Realised volatility;
Keywords: نوسانات تحقق یافته; Stochastic volatility; Realised volatility; Latent variables; Intraday price data; Combined volatility estimator;
Keywords: نوسانات تحقق یافته; G1; C5; Stochastic volatility; Realised volatility; Jumps;
Cojumps in stock prices: Empirical evidence
Keywords: نوسانات تحقق یافته; C12; C58; G10; High-frequency stock prices; Non-parametric jump tests; Realised volatility; Macroeconomic news;
Intraday jumps and US macroeconomic news announcements
Keywords: نوسانات تحقق یافته; C14; E44; G14; Jumps; Realised volatility; Bipower variation; Macro news announcements;
Subsampling high frequency data
Keywords: نوسانات تحقق یافته; C12; C13; C14; Subsampling; Market microstructure noise; High frequency data; Realised volatility;
Return and volatility spillovers in three euro exchange rates
Keywords: نوسانات تحقق یافته; C22; F31Exchange rates; Common volatility; Return spillovers; Volatility spillovers; Realised volatility
On forecasting daily stock volatility: The role of intraday information and market conditions
Keywords: نوسانات تحقق یافته; Conditional variance; Realised volatility; Nonparametric estimators; Intraday prices; Superior predictive ability
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Keywords: نوسانات تحقق یافته; C12; Endogenous noise; Market microstructure; Realised volatility; Semimartingale;
Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements
Keywords: نوسانات تحقق یافته; C22; C53; G15; Generalised autoregressive conditional heteroskedasticity model; Long memory model; Realised volatility; Stochastic volatility model; Superior predictive ability; Unobserved components;