Keywords: نوسانات تحقق یافته; Econophysics; Multifractal; Realized volatility; Stochastic volatility model; GARCH; Superior predictive ability
مقالات ISI ترجمه شده نوسانات تحقق یافته
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; C22; C52; C53; Volatility forecasting; Realized volatility; Leverage effect; Economic policy uncertainty; Regime switching;
Keywords: نوسانات تحقق یافته; Volatility forecasting; Realized volatility; Measurement error; State space model;
Keywords: نوسانات تحقق یافته; Value at risk; CAViaR; Realized volatility; Intra-day range; Quantile regression;
Keywords: نوسانات تحقق یافته; Economic policy uncertainty; Financial uncertainty; Realized volatility; Oil price shock; SVAR; TVP-VAR; US; C32; C51; G15; Q40;
Keywords: نوسانات تحقق یافته; Crude oil price volatility; GARCH models; Long memory; Markov switching; Volatility forecast; Realized volatility;
Keywords: نوسانات تحقق یافته; C22; C53; Q02; Gold futures returns; Realized volatility; Realized skewness; Forecasting; Quantile boosting;
Keywords: نوسانات تحقق یافته; C22; C52; C53; Volatility forecasting; Realized volatility; Combine forecasts; Forecasting evaluation;
Keywords: نوسانات تحقق یافته; Q41; Q47; G13; G17; C53; C58; Volatility forecasting; Investor fear gauge; Crude oil futures; HAR models; Realized volatility;
Keywords: نوسانات تحقق یافته; Realized volatility; Multifractal volatility; HAR-RV; ARFIMA-RV; MCS test; G1; G17;
Keywords: نوسانات تحقق یافته; G12; C22; C14; High-frequency data; Rounding errors; Market microstructure noise; Integrated volatility; Realized volatility;
Keywords: نوسانات تحقق یافته; C22; C52; G12; E52; Equity indices; Monetary policy rate uncertainty; Option implied volatility; Realized volatility; Risk-free interest rates; Volatility forecasting;
Keywords: نوسانات تحقق یافته; Stock market spillovers; Realized volatility; Spillover index; VAR; Volatility transmission; G15; F30;
Keywords: نوسانات تحقق یافته; F30; G14; G15; C14; C22; O53; Realized volatility; Realized correlation; Statistical properties; Indian stock market;
Keywords: نوسانات تحقق یافته; 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;
Keywords: نوسانات تحقق یافته; C53; E27; E37; Volatility forecasts; Realized skewness and kurtosis; Realized volatility; HAR-RV; MF-DFA;
Keywords: نوسانات تحقق یافته; Realized volatility; Volatility forecasting; Non-trading days; C53; Q02; G17;
Keywords: نوسانات تحقق یافته; C14; C32; C50; G11; G15; ARFIMA model; HAR model; Intra-day data; Predictive ability; Realized volatility; Ultra-high frequency modelling;
Keywords: نوسانات تحقق یافته; C22; C23; Fractional cointegration; Factor models; Long memory; Realized volatility;
Keywords: نوسانات تحقق یافته; Realized volatility; Liquidity; Trading volume; Energy markets; Crude oil;
Keywords: نوسانات تحقق یافته; C13; C15; C50; F30; F44; Realized volatility; Jumps; The leverage effect; HAR modelling and forecasting; International equity markets;
Keywords: نوسانات تحقق یافته; C32; C58; Q4; Volatility transmission; Crude oil; Equity sectors; Contagion; Realized volatility; Structural breaks;
Keywords: نوسانات تحقق یافته; C11; C22; C51; C53; Bayesian model averaging; Forecasting; Model uncertainty; Parameter instability; Realized volatility;
Keywords: نوسانات تحقق یافته; C22; C53; G13; Q47; Volatility forecasting; Realized volatility; Crude oil futures; Risk management; HAR; Asset classes;
Keywords: نوسانات تحقق یافته; Hidden Markov model; Volatility; Maximum a posteriori estimator; IDM algorithm; Laplace process; Realized volatility;
Keywords: نوسانات تحقق یافته; Gold futures; Realized volatility; Volatility forecasting; Volatility Index; G14; G13;
Keywords: نوسانات تحقق یافته; G13; Catastrophe equity put options; Realized variance; Realized volatility; Catastrophic events; Doubly stochastic Poisson processes;
Keywords: نوسانات تحقق یافته; EGARCH; Stochastic volatility; ARMA; Realized volatility; Leverage;
Keywords: نوسانات تحقق یافته; Realized volatility; Jumps; Volatility forecast; Logistic smooth transition; Heterogeneous autoregressive model; Electricity markets; G17; C52; C14; L94; Q47;
Keywords: نوسانات تحقق یافته; G02; G14; C53; C58; Anchoring; Implied volatility; Realized volatility; Asymmetric volatility; VIX; VXST;
Keywords: نوسانات تحقق یافته; Intraday financial jump; Financial return; Power-law distribution; Realized volatility; Bi-power variation; Long memory behavior;
Keywords: نوسانات تحقق یافته; Wavelet band spectrum regression; Corridor implied volatility; Realized volatility; Fractional cointegration;
Keywords: نوسانات تحقق یافته; Realized volatility; Intra-day electricity market; HAR model; Jumps; EGARCH; C14; C51; Q49;
Keywords: نوسانات تحقق یافته; Multivariate portmanteau test; Autoregressive conditional duration; GARCH model; Realized volatility;
Keywords: نوسانات تحقق یافته; C58; G18; H24; O53; Tax reform; Stock return volatility; Stock transaction tax; GARCH-type model; Realized volatility; Japan;
Keywords: نوسانات تحقق یافته; Wind energy; Volatility forecasting; GARCH models; Markov regime-switching; Realized volatility; C22; Q42; Q47;
Keywords: نوسانات تحقق یافته; G12; G13; C14; Oil futures; CDS spread; Realized jumps; Realized volatility;
Keywords: نوسانات تحقق یافته; High frequency data; Realized volatility; Overnight volatility; Forecasting;
Keywords: نوسانات تحقق یافته; Correlation of volatilities; Intra-day data; Realized volatility; Sampling frequency; Ultra-high frequency; Volatility signature plot; C14; C32; C50; G11; G15;
Keywords: نوسانات تحقق یافته; C22; C51; C53; C58; Realized volatility; Forecasting; Measurement errors; HAR; HARQ;
Keywords: نوسانات تحقق یافته; C14; C13; D40; High frequency data; Integrated volatility; Market microstructure noise; Realized volatility; Efficiency;
Keywords: نوسانات تحقق یافته; Realized volatility; Volatility forecasting; Non-parametric forecasts; Nearest neighbor; Long-memory models; Forecast combination; Straddles; Options trading;
Keywords: نوسانات تحقق یافته; Realized volatility; HAR modelling and forecasting; Augmented HAR model; US volatility information; VIX; International volatility spillovers;
Keywords: نوسانات تحقق یافته; Realized volatility; Volatility forecasting; Value-at-risk; GARCH; ARFIMA; HAR; C22; C52; C53; C58; G32;
Keywords: نوسانات تحقق یافته; C58; C22; G14; G13; S&P 500 index; Realized volatility; Dynamic model averaging; Time-varying parameters; Portfolio;
Keywords: نوسانات تحقق یافته; C3; G2; Financial network; Realized volatility; Long memory; Systemic risk;
Keywords: نوسانات تحقق یافته; C22; Lagrangian multiplier test; Market microstructure noise; Realized volatility;
Keywords: نوسانات تحقق یافته; Economic policy uncertainty; Realized volatility; Predictability; C53; E44; E52; E60;
Keywords: نوسانات تحقق یافته; Implied volatility; Realized volatility; Volatility risk premium; Contagion; Heteroskedasticity bias; Wavelets; C32; C38; C58; G13;
Keywords: نوسانات تحقق یافته; High frequency data; Jumps; Nonparametric tests; Asset allocation; Volatility forecasting; Realized volatility; C58; C53; G11;