Keywords: بتا متغیر زمان; Financial crisis; Time-varying beta; Conditional CAPM; BEKK; Conditional volatility; Equity premium;
مقالات ISI بتا متغیر زمان (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: بتا متغیر زمان; Hedge funds; Dynamic conditional correlations; Time-varying beta; Regression trees; Early warning system;
Keywords: بتا متغیر زمان; G1; G12; Asymmetric effect; Time-varying beta; BEKK; Market efficiency and asset mispricing; European banking industry;
Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data
Keywords: بتا متغیر زمان; 62G10; 62M07; 62M10; 91B25; Nonparametric tests; Time-varying beta; Stochastic volatility; High-frequency data;
Comparison of efficiency characteristics between the banking sectors of US and UK during the global financial crisis of 2007-2011
Keywords: بتا متغیر زمان; G1; G12; Asymmetric effect; Time-varying beta; BEKK; Market efficiency; Asset mispricing;
Testing conditional factor models
Keywords: بتا متغیر زمان; Nonparametric estimator; Time-varying beta; Conditional alpha; Book-to-market premium; Value and momentumC12; C13; C14; C32; G12
Estimation of oil firm's systematic risk via composite time-varying models
Keywords: بتا متغیر زمان; Systematic risk; Composite forecasts; Time-varying beta; Oil industry
Time-varying beta and the Asian financial crisis: Evidence from the Asian industrial sectors
Keywords: بتا متغیر زمان; G1; G12; G15; Time-varying beta; GARCH; BEKK model; Asian financial crisis; Volatility;
Exposure to the world and trading-bloc risks: A multivariate capital asset pricing model
Keywords: بتا متغیر زمان; F36, G12; Multivariate GARCH; Regionalism; Systematic risks; Time-varying beta;
The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model
Keywords: بتا متغیر زمان; Country risk; Emerging markets; Time-varying beta;
CAPM over the long run: 1926–2001
Keywords: بتا متغیر زمان; C51; G12Book-to-market effect; Value effect; Conditional CAPM; Time-varying beta
Time-varying beta and the Asian financial crisis: Evidence from Malaysian and Taiwanese firms
Keywords: بتا متغیر زمان; G1; G12; G15; Time-varying beta; GARCH; BEKK model; Asian financial crisis; Volatility;