Keywords: تخمین نوسانات; C15; C58; Volatility estimation; Random walk; Extreme values; Covariance; Constant Elasticity of Variance; Level dependence;
مقالات ISI تخمین نوسانات (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: تخمین نوسانات; Volatility estimation; Bias correction; Random walk effect; Binomial Markov Random Walk (BMRW) model; C15; C58;
Keywords: تخمین نوسانات; C15; C58; Volatility estimation; Extreme values; Bias correction; Random walk effect;
Keywords: تخمین نوسانات; G33; G3; G0; M4; Bankruptcy prediction; Option-pricing theory; Volatility estimation;
Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options
Keywords: تخمین نوسانات; Option hedging strategies; Volatility estimation; Fourier transform method; Moment estimation; C14; C15; G15;
Optimally thresholded realized power variations for Lévy jump diffusion models
Keywords: تخمین نوسانات; Volatility estimation; Jump detection; Lévy processes; Additive processes; Nonparametric estimation; Thresholded estimators; Power variations;
A higher order correlation unscented Kalman filter
Keywords: تخمین نوسانات; Sequential parameter estimation; Nonlinear systems; Unscented Kalman filter; Continuous–discrete state space; Estimation of uncorrelated states; Volatility estimation
On valuing and hedging European options when volatility is estimated directly
Keywords: تخمین نوسانات; Finance; Risk analysis; Volatility estimation; Simulation; Valuation sensitivities
A nonparametric GARCH model of crude oil price return volatility
Keywords: تخمین نوسانات; Q47; C32; C52; Crude oil prices; GARCH modelling; Non-parametric method; Volatility estimation; Forecasts;
Analysis of the intraday effects of economic releases on the currency market
Keywords: تخمین نوسانات; F31; G14; G15Foreign exchange; Volatility estimation; Economic release; Wavelet; High frequency
Volatility and covariation of financial assets: A high-frequency analysis
Keywords: تخمین نوسانات; G12; G14; C22; Volatility estimation; High-frequency data; Market microstructure noise; Covariation of assets; Kalman filter;
Modelling and forecasting short-term interest rate volatility: A semiparametric approach
Keywords: تخمین نوسانات; E43; C22; C53Interest rates; GARCH modelling; Nonparametric method; Volatility estimation; Forecasts
Threshold bipower variation and the impact of jumps on volatility forecasting
Keywords: تخمین نوسانات; G1; C1; C22; C53; Volatility estimation; Jump detection; Volatility forecasting; Threshold estimation; Financial markets;
Arbitrage-free valuation of interest rate securities under forward curves with stochastic speed and acceleration
Keywords: تخمین نوسانات; G13; E43; C1HJM; Forward rates; Arbitrage-free restriction; Volatility estimation
Functional gradient descent for financial time series with an application to the measurement of market risk
Keywords: تخمین نوسانات; C13; C14; C51; Volatility estimation; Functional gradient descent; Constant conditional correlations model; Dynamic conditional correlations model; Value-at-risk;