Keywords: نوسان پذیری تصادفی; Adaptive estimation; Beta; Stochastic volatility; Spot variance; Semiparametric efficiency; High-frequency data;
مقالات ISI نوسان پذیری تصادفی (ترجمه نشده)
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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: نوسان پذیری تصادفی; Options; Delta; Vega; Stochastic volatility; Minimum variance; G13;
Keywords: نوسان پذیری تصادفی; C13; C22; Stochastic volatility; Realized measure; Long memory; Asymmetry; Whittle likelihood; Asymptotic distribution;
Keywords: نوسان پذیری تصادفی; E430; G210; Bank interest rates; Error-correction model; Structural breaks; Stochastic volatility; Bayesian econometrics;
Keywords: نوسان پذیری تصادفی; C51; C52; G12; Bootstrap; High-frequency data; Jumps; Regression; Semimartingale; Specification test; Stochastic volatility;
Keywords: نوسان پذیری تصادفی; Financial distress; Business cycles; Stochastic volatility;
Keywords: نوسان پذیری تصادفی; Long-run memory; Stochastic volatility; Mutual information; Financial markets efficiency; G120; G140; G150;
Keywords: نوسان پذیری تصادفی; G10; G13; G17; Convertible bond pricing; Chinese market; Stochastic volatility; Jump diffusions; Monte Carlo simulation;
Keywords: نوسان پذیری تصادفی; G10; G12; G13; G17; G31; Asset pricing; Stock return and idiosyncratic volatility; Real options; Stochastic volatility; Regime-switching; Mixed jump-diffusion;
Keywords: نوسان پذیری تصادفی; Finance; Volatility derivatives; Regime-switching; Jump diffusion; Stochastic volatility;
Keywords: نوسان پذیری تصادفی; C; C1; C14; C5; C51; C58; G; G2; G20; Stochastic volatility; Hidden semimartingale model; Infill regression; Endogenous noise; Semiparametric volatility estimation;
Keywords: نوسان پذیری تصادفی; E31; E32; E65; The Great Moderation; The Postwar Moderation; The Roaring Twenties Inflation Moderation; Stochastic volatility; Markov switching; Time-varying parameters; Markov chain Monte Carlo; Structural vector autoregression;
Keywords: نوسان پذیری تصادفی; Stochastic volatility; Jump-diffusion models; Bayesian inference; Markov chain Monte Carlo; Particle filter; Deviance information criteria; Realized variance; High-frequency returns; Variance risk premium; C11; G11; G12; G17;
Keywords: نوسان پذیری تصادفی; G10; G12; G13; Structural corporate bond pricing; Stochastic volatility; Fortet equation;
Keywords: نوسان پذیری تصادفی; Portfolio selection; Optimal strategies; Consumption; Stochastic volatility; Utility maximization;
Keywords: نوسان پذیری تصادفی; Stochastic volatility; Commodity futures prices; Crude oil futures; G13; Q41;
Keywords: نوسان پذیری تصادفی; Distortion function; Stochastic discount factor; Generalized local risk-neutral valuation relationship; GARCH models; Weak convergence; Stochastic volatility;
Keywords: نوسان پذیری تصادفی; EGARCH; Stochastic volatility; ARMA; Realized volatility; Leverage;
Keywords: نوسان پذیری تصادفی; C58; G11; Price shock transmission; Volatility spillovers; Time-varying structural vector autoregression model; Stochastic volatility;
Keywords: نوسان پذیری تصادفی; Generalized Fourier transform; Heston–CIR hybrid model; Realized variance; Stochastic interest rate; Stochastic volatility; Variance swap1G30; 91G20; 91B70
Keywords: نوسان پذیری تصادفی; C58; G13; Samuelson hypothesis of maturity effect; Stochastic volatility; Stochastic dominance;
Keywords: نوسان پذیری تصادفی; G13; G22; G23; 91B25; 91B30; IE50; IB10; Guaranteed minimum death benefits; Variable annuities; Heath-Jarrow-Morton model; Schöbel and Zhu model; Stochastic volatility; Stochastic inflation; Stochastic interest rates;
Keywords: نوسان پذیری تصادفی; Bayesian inference; Particle filters; Particle marginal Metropolis–Hastings; Sequential Monte Carlo; Stochastic volatility;
Keywords: نوسان پذیری تصادفی; C51; C52; G12; High-frequency data; Occupation measure; Semimartingale; Specification test; Stochastic volatility;
Keywords: نوسان پذیری تصادفی; C11; C22; C32; C53; E47; Bayesian econometrics; Inflation forecasts; State space models; Stochastic volatility; Student's-t errors; Time varying parameters;
Keywords: نوسان پذیری تصادفی; Derivative pricing; Stochastic volatility; Deformed exponential; Fat tails; Tsallis exponential; Complete markets
Keywords: نوسان پذیری تصادفی; E32; E52; Uncertainty Shocks; Financial frictions; Stochastic Volatility; Perturbation Methods; Third-order approximation;
Keywords: نوسان پذیری تصادفی; Bayesian inference; Classical inference; Non-Gaussian state space model; Stochastic volatility; Stock price index
Keywords: نوسان پذیری تصادفی; C13; C22; Predictive regression; Time change; Cauchy estimator; Nonstationarity; Stochastic volatility;
Keywords: نوسان پذیری تصادفی; C53; E43; G17; Macro-finance; Term structure of interest rates; Stochastic volatility; MCMC; Non-affine; factor models;
Keywords: نوسان پذیری تصادفی; C51; G13; Stochastic volatility; Variance swap; Quadratic term structure; Quadratic jump-diffusion; Dynamic optimal portfolio;
Keywords: نوسان پذیری تصادفی; C32; E24; E31; Bayesian model selection; Stochastic volatility; Unobserved components; Output gap; Phillips curve; Okun׳s law;
Keywords: نوسان پذیری تصادفی; G13; Commodities; Seasonality; Stochastic volatility; Options pricing; Natural gas; Corn;
Keywords: نوسان پذیری تصادفی; Derivatives; Options; Leverage; Stochastic volatility; G12;
Keywords: نوسان پذیری تصادفی; G12; C14; C58; Stochastic volatility; Jumps in prices; Jumps in volatility; Co-jumps; Infinitesimal cross-moments; Return risk premia; Variance risk premia;
Keywords: نوسان پذیری تصادفی; C55; C58; G23; G32; Stochastic volatility; Switching volatility; Volatility risk; Option pricing dynamics; Futures prices; Fractional integration; Stochastic dominance; Variance risk premium; Fat tails; Leverage and asymmetry; Divided governments;
Keywords: نوسان پذیری تصادفی; C22; C32; C58; G17; G32; Time series; Financial econometrics; Threshold models; Conditional volatility; Stochastic volatility; Copulas; Conditional duration;
Keywords: نوسان پذیری تصادفی; Variance swaps; Discretely monitored; Jump–diffusion models; Stochastic volatility; Closed-form expansion
Keywords: نوسان پذیری تصادفی; C22; All-step-ahead prediction; Asymmetry; Bayesian decision; Business cycle; Catastrophe; Conditionally heteroscedastic autoregressive models with thresholds; GARCH model; Hidden Markov chain; Hysteresis; Jump resonance; Markov switching model; Mis-speci
Keywords: نوسان پذیری تصادفی; Option pricing; Monte Carlo simulation; Stochastic volatility; Incomplete markets; C15; C63; D52; G13;
Keywords: نوسان پذیری تصادفی; FOBI; GARCH; JADE; Multivariate statistics; SOBI; Stochastic volatility
Keywords: نوسان پذیری تصادفی; Volatility swaps; Heston model; Stochastic volatility; Characteristic function
Keywords: نوسان پذیری تصادفی; Point process; Vague convergence; Multivariate regular variation; Mixing condition; Stationary process; Heavy tail; Exponential AR(2) process; Finance; Stochastic volatility
Keywords: نوسان پذیری تصادفی; Stochastic volatility; MCMC; Jump process; Regime changes; C58; C53; E43; G17;
Keywords: نوسان پذیری تصادفی; C02; C32; C63; G13; Option pricing; Series expansion; PDE; Stochastic volatility; Non-affine models;
Keywords: نوسان پذیری تصادفی; E31; C32; Inflation; India; Time-varying parameter model; Stochastic volatility;
Keywords: نوسان پذیری تصادفی; Volatility options; Stochastic volatility; Lattice algorithm; Trinomial trees;
Keywords: نوسان پذیری تصادفی; Variance swaps; Heston model; Characteristic function; Stochastic volatility
Keywords: نوسان پذیری تصادفی; E10; E30; C11; Dynamic equilibrium models; Stochastic volatility; Parameter drifting; Bayesian methods;
Keywords: نوسان پذیری تصادفی; C51; G12; G13; Markov-switching multifractal; Particle filter; Regime-switching; Stochastic volatility; Jump-risk premium; Option pricing;