Keywords: رژیم سوئیچینگ; E52; E58; E42; Monetary policy; China; Taylor rule; Regime-switching; Asymmetric; Multiple-regime threshold model;
مقالات ISI رژیم سوئیچینگ (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: رژیم سوئیچینگ; primary 93C30; 93E20; secondary 37N40; 49L20; Portfolio optimization; Utility maximization; Regime-switching; Laplace transform; Viscosity solutions;
Keywords: رژیم سوئیچینگ; primary; 60k37; 60G17; 60J70; secondary; 93C30; 35B65; 91G80; Regime-switching; Markov-modulated; Time-change; Coupling; American option; Initial-boundary value problem;
Keywords: رژیم سوئیچینگ; Financial contagion; Markov chain; Regime-switching; Vine copula; G15; C34; C58;
Keywords: رژیم سوئیچینگ; Investment; Tobin's q; WACC; Regime-switching; e4; C1; G3;
Keywords: رژیم سوئیچینگ; Credit risk; Maximum likelihood estimation; Regime-switching; Filtering; Noisy prices; C51; C58; G01;
Keywords: رژیم سوئیچینگ; Jump-diffusion; Regime-switching; Variance swaps; Optimal investment; G11; D9;
Keywords: رژیم سوئیچینگ; G10; G12; G13; G17; G31; Asset pricing; Stock return and idiosyncratic volatility; Real options; Stochastic volatility; Regime-switching; Mixed jump-diffusion;
Keywords: رژیم سوئیچینگ; Finance; Volatility derivatives; Regime-switching; Jump diffusion; Stochastic volatility;
Keywords: رژیم سوئیچینگ; Asian options; Regime-switching; Jump–diffusion; System of partial integro-differential equations; Parallel computing
Keywords: رژیم سوئیچینگ; E31; E52; E58; E61; Zero bound; Monetary policy; Regime-switching; Determinacy;
Keywords: رژیم سوئیچینگ; Commodity options; Futures options; Regime-switching; Gibson-Schwartz two-factor model; Fast Fourier transform;
Keywords: رژیم سوئیچینگ; C51; G12; G13; Markov-switching multifractal; Particle filter; Regime-switching; Stochastic volatility; Jump-risk premium; Option pricing;
Keywords: رژیم سوئیچینگ; Markov process; Vasicek model; Ornstein–Uhlenbeck process; Bond option pricing; Regime-switching
Keywords: رژیم سوئیچینگ; G13; G22; Equity-indexed annuity; Variable annuity; Regime-switching; Esscher transform; Fast Fourier transform;
Keywords: رژیم سوئیچینگ; E43; E44; E50; E52Long-term yields; Monetary policy; Small open economy; Structural VAR; Regime-switching
Keywords: رژیم سوئیچینگ; C02; G13; External barrier option; Regime-switching; First passage time; Sylvester matrix equation; Laplace transform; Option price;
Keywords: رژیم سوئیچینگ; Vector STAR; Financial stress; Financial cycle; Real economy; Regime-switching; Euro area; E2; E44; G01;
Keywords: رژیم سوئیچینگ; G01; G11; G12; G13; Bond liquidity; Term structure of illiquidity premiums; Regime-switching; Financial crisis; Slow moving capital; Limits to arbitrage;
Keywords: رژیم سوئیچینگ; Foreign equity option; Regime-switching; Mean-reversion; Fast Fourier transform; F31; G13;
Keywords: رژیم سوئیچینگ; G12Default risk; z-Score; PCA; TARP; Regime-switching
Keywords: رژیم سوئیچینگ; Optimal investment and consumption strategies; Multi-period model; Dynamic programming; Uncertain time-horizon; Regime-switching;
Keywords: رژیم سوئیچینگ; Dividend; Dynamic programming principle; General diffusion; Optimization; Regime-switching; C61; G35; G22; IM13; IE20; IB63;
Keywords: رژیم سوئیچینگ; C61; E32; E44Composition of credit flows; Financial instability; Corridor stability; The skew-tent map; Regime-switching; Piecewise smooth nonlinear dynamical system
Hedge ratio on Markov regime-switching diagonal Bekk-Garch model
Keywords: رژیم سوئیچینگ; Stock index futures; Hedge ratio; Regime-switching; Garch models; C32; C58; G13; G17;
Empirical analysis of market reactions to the UK's referendum results - How strong will Brexit be?
Keywords: رژیم سوئیچینگ; G01; G02; G15; Brexit; Contagion; Dependence dynamics; Copula; Regime-switching;
A conditional regime switching CAPM
Keywords: رژیم سوئیچینگ; Asset pricing; Conditional CAPM; Regime-switching; Bull market; Bear market;
Multivariate European option pricing in a Markov-modulated Lévy framework
Keywords: رژیم سوئیچینگ; C02; G13; C63; D52; F31; Regime-switching; Esscher transform; Exchange options; Quanto options;
Does news matter in China's foreign exchange market? Chinese RMB volatility and public information arrivals
Keywords: رژیم سوئیچینگ; C22; F31; O24; O53; G15; Chinese currency; Exchange rate; News sentiment; Regime-switching;
Monetary and fiscal policy switching with time-varying volatilities
Keywords: رژیم سوئیچینگ; C22; C24; E42; E52; E62; Monetary-fiscal interactions; Regime-switching; GARCH;
A discussion on the innovation distribution of the Markov regime-switching GARCH model
Keywords: رژیم سوئیچینگ; GARCH model; Regime-switching; Fat-tailed distribution; Tempered stable distribution;
Iterative algorithm for the first passage time distribution in a jump–diffusion model with regime-switching, and its applications
Keywords: رژیم سوئیچینگ; 60J22; 60J25; 65C40First passage time; Laplace transform; Iterative algorithm; Jump–diffusion; Regime-switching; Defaultable bond pricing
Analysis of a drawdown-based regime-switching Lévy insurance model
Keywords: رژیم سوئیچینگ; primary; 60G40; secondary; 60G51; Drawdown; Exit time; Two-sided exit problem; Lévy process; Occupation time; Premium change; Regime-switching;
Structure and asymptotic theory for nonlinear models with GARCH errors
Keywords: رژیم سوئیچینگ; C22Nonlinear time series; Regime-switching; Smooth transition; STAR; GARCH; Asymptotic theorymodelos não-lineares; modelos com transição suave; GARCH; teoria assintótica
Unilateral counterparty risk valuation of CDS using a regime-switching intensity model
Keywords: رژیم سوئیچینگ; Credit default swaps; Counterparty risk; Credit valuation adjustment; Interacting intensities; Regime-switching;
On the regime-switching and asymmetric dynamics of economic growth in the OECD countries
Keywords: رژیم سوئیچینگ; Nonlinearities; Regime-switching; SETAR; STAR; Forecast;
Pricing bond options under a Markovian regime-switching Hull-White model
Keywords: رژیم سوئیچینگ; Regime-switching; Hull-White model; Forward measures; Bond options; Inverse Fourier transform;
Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model
Keywords: رژیم سوئیچینگ; Lévy process; Regime-switching; HJB equation; Stochastic differential game; Esscher transform; General equilibrium; Equivalent martingale measure;
Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching
Keywords: رژیم سوئیچینگ; Schöbel–Zhu–Hull–White model; Regime-switching; Forward measures; Variance swaps
What causes price volatility and regime shifts in the natural gas market
Keywords: رژیم سوئیچینگ; Natural gas price; Regime-switching; Volatility forecasts
Does idiosyncratic volatility matter in emerging markets? Evidence from China
Keywords: رژیم سوئیچینگ; G11; G12Idiosyncratic volatility; Regime-switching; Emerging markets; China
Maximum principle for optimal control problems of forward–backward regime-switching system and applications
Keywords: رژیم سوئیچینگ; Maximum principle; Regime-switching; Forward–backward stochastic differential equations; Markov chains
Asset allocation under stochastic interest rate with regime switching
Keywords: رژیم سوئیچینگ; Stochastic interest rate; Regime-switching; Stochastic flows; Dynamic programming principle; HJB equation;
An accessible implementation of interest rate models with Markov-switching
Keywords: رژیم سوئیچینگ; Markov chain; Vasicek model; Cox–Ingersoll–Ross model; Black–Karasinski model; Quasi-maximum likelihood method; Parameter estimation; Regime-switching; Model validation
Constrained discretion in Sweden
Keywords: رژیم سوئیچینگ; Monetary policy; Inflation targeting; MSVAR; Regime-switching; Sweden;
The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?
Keywords: رژیم سوئیچینگ; E30; F40; G10House price; International transmission mechanism; Regime-switching; Regime-dependent response; Two-stage procedure
Valuing variable annuity guarantees with the multivariate Esscher transform
Keywords: رژیم سوئیچینگ; Minimum entropy; Incomplete market; Quanto; Regime-switching;
Nonlinear exchange rate dynamics under stochastic official intervention
Keywords: رژیم سوئیچینگ; Sterilized intervention; Exchange rate dynamics; Managed float; Regime-switching;
When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market
Keywords: رژیم سوئیچینگ; F31; F34; F36; G01; G15; Global financial crisis; US dollar shortage; Currency swap; Dynamic factor model; Regime-switching;
The effects of the subprime crisis on the Latin American financial markets: An empirical assessment
Keywords: رژیم سوئیچینگ; C13; C22; G01; G15; Stock markets; Volatility; Financial stress; Regime-switching; Markov-switching model;