Keywords: همبستگی متغیر زمان; Climate change; Carbon dioxide (CO2); Time-varying correlations; Orthogonal GARCH; Portfolio optimization;
مقالات ISI همبستگی 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: همبستگی متغیر زمان; Multivariate regime-switching; Time-varying correlations; Hedging; CO2 allowance prices; C32; G11; G19; Q47; Q54;
Keywords: همبستگی متغیر زمان; C32; G11; G15Islamic equity sectors; Multivariate regime-switching; Time-varying correlations; Financial integration; International portfolio diversification
Keywords: همبستگی متغیر زمان; GCC-wide equity sectors; Multivariate regime-switching; Time-varying correlations; Financial integration; International portfolio diversification; C32; G11; G15;
Keywords: همبستگی متغیر زمان; C10; G10; G11; G15; Cross-asset contagion; Greek debt-crisis; Time-varying correlations;
Keywords: همبستگی متغیر زمان; Conditional volatility; Time-varying correlations; Emerging and frontier markets; C32; G01; G15;
Keywords: همبستگی متغیر زمان; Electricity market integration; Energy transition; Fractional integration; Time-varying correlations; Volatility transmission;
Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
Keywords: همبستگی متغیر زمان; C32; G15; Stock markets; Cointegration; Time-varying correlations; India; Asian stock markets;
Dynamics of international integration of government securities' markets
Keywords: همبستگی متغیر زمان; C32; E43; G15; Smooth transition model; Copula; Time-varying correlations; Financial integration;
Time-varying integration, interdependence and contagion
Keywords: همبستگی متغیر زمان; G15; G12; F30; F32; F35Contagion; Financial integration; Volatility spillover models; Time-varying correlations; Regime-switching models
Benefits of diversifying investments into emerging markets with time-varying correlations: An Australian perspective
Keywords: همبستگی متغیر زمان; G11; G15; F37; F21Australian investors; Emerging market equities; Time-varying correlations; Asymmetric DCC GARCH models; International diversification
Time-varying Integration and International diversification strategies
Keywords: همبستگی متغیر زمان; G11; G12; G15; C32; F37International portfolio diversification; Country versus industry effects; Financial integration; Idiosyncratic risk; Time-varying correlations; Regime-switching models
Analysis of high dimensional multivariate stochastic volatility models
Keywords: همبستگی متغیر زمان; Bayesian inference; Markov chain Monte Carlo; Marginal likelihood; Metropolis-Hastings algorithm; Particle filter; Simulation; State space model; Stochastic jumps; Student-t distribution; Volatility; Value-at-Risk; Risk measurement; Forecasting; Time-vary