Keywords: ارزش در معرض خطر;
مقالات ISI ترجمه شده ارزش در معرض خطر
مقالات ISI ارزش در معرض خطر (ترجمه نشده)
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Keywords: ارزش در معرض خطر; Risk measure; Risk dynamics; Risk-neutral densities; Value at risk; Expected shortfall; D81; D84; G01; G32;
Keywords: ارزش در معرض خطر; Value at risk; CAViaR; Realized volatility; Intra-day range; Quantile regression;
Keywords: ارزش در معرض خطر; Value at risk; GARCH; GAS; Quantile models; Energy commodities; C51; C52; C53;
Keywords: ارزش در معرض خطر; AB; Amen Bank; ATB; Arab Tunisian Bank; ATTIJARI; Attijari Bank; BH; Banque de l'Habitat; BIAT; Banque Internationale Arabe de Tunisie; BNA; Banque Nationale Agricole; BT; Bank of Tunisia; BTE; Banque de Tunisie and Emirates; CoES; co-expected shortfall
Keywords: ارزش در معرض خطر; Comonotonicity; Risk measures; Acceptance sets; Eligible assets; Value at Risk; Expected Shortfall;
Keywords: ارزش در معرض خطر; Smooth approximation of ruin probability; Rate of approximation; The scaled Laplace transform inversion; Value at Risk; Tail-Value at Risk;
Keywords: ارزش در معرض خطر; Process economics; Risk model; Value at risk; Biodiesel production; Interpretive structural modelling;
Keywords: ارزش در معرض خطر; Commodity currency; BEKK; Hawkes model; Value at risk; C11; C58; C22; F30;
Keywords: ارزش در معرض خطر; Gram-Charlier expansions; Value at risk; Expected shortfall; Heavy tailed distributions; C1; G1;
Keywords: ارزش در معرض خطر; C20; G18; G20; Value at risk; Square-root-of-time rule; Serial dependence; Heavy-tail;
Keywords: ارزش در معرض خطر; ETFs; exchange traded funds; CLE; clean energy related; COE; conventional energy related; ALE; all energy related; IPO; Initial period of Public Offering; OIH; VanEck Vectors Oil Services; TLT; iShares 20+ Year Treasury Bond ETF; XLE; Energy Select Sector
Keywords: ارزش در معرض خطر; C53; C58; Q50; Carbon price; Value at risk; Business cycle; Macroeconomy; State-dependence;
Keywords: ارزش در معرض خطر; Acceptance set; Risk measure; Co-monotonicity; Convexity; Value at risk; Expected shortfall;
Keywords: ارزش در معرض خطر; Monte Carlo Simulation; Value at Risk; AVX; GPU;
Keywords: ارزش در معرض خطر; Law-invariant risk measure; Collective risk; Nonparametric estimation; Bootstrap consistency; Weighted exchangeable bootstrap; Bootstrap-based bias correction; Value at Risk; Average Value at Risk;
Keywords: ارزش در معرض خطر; Expectile; Layer insurance; Optimal insurance with exclusion clauses; Tail value at risk; Value at risk; Wang's premium principle;
Keywords: ارزش در معرض خطر; C11; C58; G17; Q47; Q02; Commodity markets; Extreme value theory; Value at risk; Markov-Switching Multifractal; Self-exciting point process;
Keywords: ارزش در معرض خطر; G20; G21; G22; G32; Operational risk; Reputation risk; Solvency II; Basel III; Loss distribution approach; Value at risk;
Keywords: ارزش در معرض خطر; G15; G32; C53; Value at risk; Stochastic volatility; Dynamic conditional correlation;
Keywords: ارزش در معرض خطر; C630; C580; C650Variable annuity guaranteed benefit; Risk measures; Value at risk; Conditional tail expectation; Geometric Brownian motion; Comonotonicity
Keywords: ارزش در معرض خطر; Extreme value theory; Value at risk; Worst-case value at risk; Partitioned value at risk; Markowitz approach; Multivariate extreme value;
Keywords: ارزش در معرض خطر; Value at risk; Foreign exchange rate; GARCH; Markov regime-switching; Stock return;
Keywords: ارزش در معرض خطر; G11; G14; G15; Islamic mutual funds; Fund performance; Asset class; Value at risk;
Keywords: ارزش در معرض خطر; Evolutionary computations; Multi-objective constrained portfolio optimization; Value at risk; Nonparametric historical simulation;
Keywords: ارزش در معرض خطر; G1; G13; G14; Tail risk; Extreme value distributions; Expected shortfall; Value at risk;
Keywords: ارزش در معرض خطر; C58; C13; G11; Value at risk; Diversification; Power law; Power-type copulas;
Keywords: ارزش در معرض خطر; D810; Q130; Q420; Ethanol; Hedging; Value at risk; Copula; Efficient frontier;
Keywords: ارزش در معرض خطر; Claim amounts; Temporal dependence; Generalized extreme value model; Value at risk; Backtesting; C22; C23; C52; C58; G22;
Keywords: ارزش در معرض خطر; Quantile credibility; Credible risk measures; Influence function; Value at risk; Conditional tail expectation;
Keywords: ارزش در معرض خطر; Renewable energy; Wind farm; Policy risk; Fuzzy set theory; Value at risk;
Keywords: ارزش در معرض خطر; Copula; Multivariate dependence; Realized covariance; Realized variance; Value at risk;
Keywords: ارزش در معرض خطر; Generalized Tukey Lambda distribution; Skewness; Thick-tailed distribution; Maximum likelihood estimation; Asymptotic properties; Risk management; Value at Risk; Expected shortfall; GARCH model;
Keywords: ارزش در معرض خطر; C53; C58; G01; G21; Islamic finance; Value at risk; Expected shortfall; Capital structure;
Keywords: ارزش در معرض خطر; Pareto tail thickness parameter; GARCH-type models; Value at Risk; Extreme value theory; Heavy tails; Stock indexes; Eurozone;
Keywords: ارزش در معرض خطر; Value at Risk; News events; Historical method
Keywords: ارزش در معرض خطر; C10; C13; C15; G21; G28Macro-prudential regulation; Systemic risk capital charges; Value at Risk; Factor models; Tail dependence
Keywords: ارزش در معرض خطر; C30; G01; G20; Value at Risk; Systemic risk; Tail-risk dependence; Downside risk;
Keywords: ارزش در معرض خطر; C01; C13; C15; C53; C58; Hidden Markov model; Long-run risk; Learning; Value at risk; Indirect inference; Particle filters;
Keywords: ارزش در معرض خطر; Sharia-compliant stocks; Sukuk; Co-movement; Wavelet-squared coherency; Value at risk;
Keywords: ارزش در معرض خطر; Value at risk; Exponential GARCH model; Generalized t; Spillover effect; Stock market; Currency market; Developed market; Emerging market;
Keywords: ارزش در معرض خطر; 60E15; 62N05; 90B25; 60E05; 62H12; Multivariate risks; Value at risk; Directional approach; Multivariate quantile; Copula;
Keywords: ارزش در معرض خطر; Risk management; Quantile; Value at risk; Unexpected losses
Keywords: ارزش در معرض خطر; Finance; Bayesian nonparametrics; Dirichlet process mixtures; GARCH models; Risk management; Value at risk
Keywords: ارزش در معرض خطر; Value at Risk; Uncertainty; Shape deformation; Shape optimization; Beach morphodynamics; Saint Venant equations; Sensitivity analysis; Worst-case analysis;
Keywords: ارزش در معرض خطر; C22; C25; G15; G17; Extreme downside risk; Risk spillover; Value at Risk; Granger causality in risk; Markov switching; Extreme value regression;
Keywords: ارزش در معرض خطر; F31; C22Daily yen–dollar exchange rates; Technical trading; GARCH models; Value at Risk
Keywords: ارزش در معرض خطر; Threshold model; Skewed Student t distribution; Stock returns; Value at risk;
Keywords: ارزش در معرض خطر; Risk contribution; Value at risk; Expected shortfall; Futures markets; Trading hours; Non-trading hoursC32; G15
Keywords: ارزش در معرض خطر; G12; C3; Q3; L72; Return on stocks; Price of risk; Value at risk; Oil and gas industry; Dynamic conditional correlation;