Keywords: نوسانات متغیر زمان; C58; D30; G12; Tail distributions; High frequency returns; Power laws; Time-varying volatility;
مقالات ISI نوسانات 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: نوسانات متغیر زمان; C10; C80; Bipower variation; Bootstrapping; Diurnal variation; High-frequency data; Microstructure noise; Pre-averaging; Time-varying volatility;
Keywords: نوسانات متغیر زمان; volatility forecasting; leverage effect; time-varying volatility; nonferrous metals futures; high-frequency data;
Keywords: نوسانات متغیر زمان; Time-varying volatility; Generalized autoregressive score model; Observation driven models; Kernel density estimation;
Keywords: نوسانات متغیر زمان; Capital asset pricing model; Time-varying volatility; Idiosyncratic risk; Uniform inference; Co-movement; Financial crisis; C12; C13; C14; G01; G12;
Keywords: نوسانات متغیر زمان; C68; D58; E10; Dynamic stochastic general equilibrium; Time-varying volatility; Autoregressive gamma processes;
Keywords: نوسانات متغیر زمان; E10; E20; E32; E44Second-moment shocks; Time-varying volatility; Credit frictions; Financial accelerator
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Keywords: نوسانات متغیر زمان; C12; C22; C58; G13; G14; Bootstrap; Efficient market hypothesis; Fractional integration; Score tests; Spot and futures commodity prices; Time-varying volatility;
A simple nonstationary-volatility robust panel unit root test
Keywords: نوسانات متغیر زمان; C12; C23; I(1) series; Time-varying volatility; Cross-dependent panel; Nonlinear IV;
A multivariate model of fuzzy integrated logical forecasting method (M-FILF) and multiplicative time series clustering: A model of time-varying volatility for dry cargo freight market
Keywords: نوسانات متغیر زمان; Fuzzy time series; Heuristics modeling; Time-varying volatility; Dry cargo shipping; Freight market
Technical NoteGranger causality with signal-dependent noise
Keywords: نوسانات متغیر زمان; Granger causality; Time-varying volatility; Signal-dependent noise; Parkinson's disease;
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
Keywords: نوسانات متغیر زمان; DSGE models; Second-order approximation; Regime switching; Time-varying volatility; E0; C63;
Asset pricing with incomplete information and fat tails
Keywords: نوسانات متغیر زمان; G12; G13; E43; Asset pricing; Incomplete information; Time-varying volatility; Fat tails; Stable distributions;
A risk map of international tourist regions in Spain
Keywords: نوسانات متغیر زمان; C 22; C 51; G 32; R 12; International tourist arrivals; Regional analysis; Seasonality; Spatial aggregation; Time-varying volatility;
Exchange rate regimes, globalisation, and the cost of capital in emerging markets
Keywords: نوسانات متغیر زمان; F30; F33; G15; Financial crisis; Time-varying volatility; Financial integration; International asset pricing;
Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model
Keywords: نوسانات متغیر زمان; Fractionally integrated; Time-varying volatility; Structural change; Financial time series
Pricing currency options in the presence of time-varying volatility and non-normalities
Keywords: نوسانات متغیر زمان; C13; G13; F37Option pricing; Skewness and fat-tails; Time-varying volatility; Generalized Student t distribution; Semi-non-parametric distribution
Pricing American options when the underlying asset follows GARCH processes
Keywords: نوسانات متغیر زمان; C22; C53; G13; Time-varying volatility; GARCH; American options; Least Squares Monte Carlo;