Keywords: پیش بینی نوسانات; C22; C52; C53; Volatility forecasting; Realized volatility; Leverage effect; Economic policy uncertainty; Regime switching;
مقالات ISI پیش بینی 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: پیش بینی نوسانات; C22; C32; C52; C53; Volatility forecasting; oil futures price; Large and small jumps; Predictive evaluation;
Keywords: پیش بینی نوسانات; Volatility forecasting; Realized volatility; Measurement error; State space model;
Keywords: پیش بینی نوسانات; Volatility forecasting; Uncertainty and market sentiment; Macroeconomic variables; Technical indicators; Combinations forecasts; C22; C32; C53; F40;
Keywords: پیش بینی نوسانات; C22; C52; C53; Volatility forecasting; Realized volatility; Combine forecasts; Forecasting evaluation;
Keywords: پیش بینی نوسانات; Q41; Q47; G13; G17; C53; C58; Volatility forecasting; Investor fear gauge; Crude oil futures; HAR models; Realized volatility;
Keywords: پیش بینی نوسانات; Electricity spikes; AEGAS model; Volatility forecasting; Seasonality; Back-testing;
Keywords: پیش بینی نوسانات; Volatility forecasting; European stock markets; EPU; Expansions and recessions; Recursive forecasts;
Keywords: پیش بینی نوسانات; Shipping stocks; Volatility forecasting; Risk assessment practices; Tail systemic risk; Portfolio strategies;
Keywords: پیش بینی نوسانات; Chinese stock market; GEPU; Volatility forecasting; GARCH-MIDAS;
Keywords: پیش بینی نوسانات; C4; C5; Q4; Volatility forecasting; Biofuel feedstock; Structural breaks; Distribution functions; Rolling window;
Keywords: پیش بینی نوسانات; C22; C32; C52; C53; Volatility forecasting; Oil futures price; Realized range-based volatility; Jump; Jump intensity;
Keywords: پیش بینی نوسانات; C22; C52; G12; E52; Equity indices; Monetary policy rate uncertainty; Option implied volatility; Realized volatility; Risk-free interest rates; Volatility forecasting;
Keywords: پیش بینی نوسانات; Volatility forecasting; Machine learning; GARCH; Cryptocurrency; Support vector machines; Exchange rates;
Keywords: پیش بینی نوسانات; C14; C22; C52; C53; G15; Stock market; Implied volatility; Volatility forecasting; Singular Spectrum Analysis; ARFIMA; HAR; Holt-Winters; Model Confidence Set; Model-averaged forecasts;
Keywords: پیش بینی نوسانات; C22; C52; C55; Volatility forecasting; Oil futures price; Realized range-based volatility; Volatility of realized range-based volatility; Model confidence set;
Keywords: پیش بینی نوسانات; Volatility forecasting; Multifractal volatility; Economic policy uncertainty; Forecasting evaluation;
Keywords: پیش بینی نوسانات; volatility forecasting; leverage effect; time-varying volatility; nonferrous metals futures; high-frequency data;
Keywords: پیش بینی نوسانات; C22; C53; C58; E27; E37; G14; Volatility forecasting; HAR-RV-type models; Regime switching approach; Forecasting evaluation;
Keywords: پیش بینی نوسانات; Realized volatility; Volatility forecasting; Non-trading days; C53; Q02; G17;
Keywords: پیش بینی نوسانات; Crude oil returns; Volatility forecasting; Jumps; C22; C53; F47; G17; Q47;
Keywords: پیش بینی نوسانات; Non-ferrous metals futures; Volatility forecasting; After-hours information; Leverage effects; Volatility clustering;
Keywords: پیش بینی نوسانات; C22; C52; C55; Volatility forecasting; Realized range-based volatility; Dynamic model averaging; Combined models;
Keywords: پیش بینی نوسانات; Energy futures; Volatility modelling; Volatility forecasting; Forecast evaluation; Bias-corrected extreme value estimator;
Keywords: پیش بینی نوسانات; Conditional heteroscedasticity; Leverage effect; MCMC estimator; Option pricing; Volatility forecasting;
Keywords: پیش بینی نوسانات; C53; Q02; G17; Industrial metals; LME futures market; Volatility forecasting; Multivariate HAR; Volatility spillovers; Bayesian model averaging;
Keywords: پیش بینی نوسانات; G17; G15; C15; C32; C53; Basel II; Basel III; Value-at-risk; Expected shortfall; Volatility forecasting; Intra-day data; Multi-period-ahead; Forecasting accuracy; Risk modeling;
Keywords: پیش بینی نوسانات; C22; C52; Q43; Crude oil market; Volatility forecasting; GARCH-MIDAS; Dynamic model averaging method;
Keywords: پیش بینی نوسانات; C22; C53; G13; Q47; Volatility forecasting; Realized volatility; Crude oil futures; Risk management; HAR; Asset classes;
Keywords: پیش بینی نوسانات; Nonlinear dynamics system; Extreme learning machine; Grey model; Artificial neural network; Volatility forecasting
Keywords: پیش بینی نوسانات; Gold futures; Realized volatility; Volatility forecasting; Volatility Index; G14; G13;
Keywords: پیش بینی نوسانات; Implied volatility; OBX index; VIX; Volatility forecasting; Leverage effect;
Keywords: پیش بینی نوسانات; G01; G14; G17; Market microstructure; VPIN; Volatility forecasting;
Keywords: پیش بینی نوسانات; Wind energy; Volatility forecasting; GARCH models; Markov regime-switching; Realized volatility; C22; Q42; Q47;
Keywords: پیش بینی نوسانات; Realized volatility; Volatility forecasting; Non-parametric forecasts; Nearest neighbor; Long-memory models; Forecast combination; Straddles; Options trading;
Keywords: پیش بینی نوسانات; Realized volatility; Volatility forecasting; Value-at-risk; GARCH; ARFIMA; HAR; C22; C52; C53; C58; G32;
Keywords: پیش بینی نوسانات; Silver futures; Volatility forecasting; Volatility index; G14; G13;
Keywords: پیش بینی نوسانات; Agriculture; ARIMA models; GARCH models; Mixture models; Price forecasting; Time series; Volatility forecasting; Zero-inflated models;
Keywords: پیش بینی نوسانات; Volatility forecasting; Nonparametric methods; Role playing; Robustness; Loss function;
Keywords: پیش بینی نوسانات; primary, 62M20; secondary, 62M10Continuous jump decomposition; High frequency data; Jump; Long-memory; Overnight realized variance; Volatility forecasting; Volatility spillover
Keywords: پیش بینی نوسانات; Volatility forecasting; Realized measure; High-frequency data; Forecasting evaluation; G1; C4;
Keywords: پیش بینی نوسانات; High frequency data; Jumps; Nonparametric tests; Asset allocation; Volatility forecasting; Realized volatility; C58; C53; G11;
Keywords: پیش بینی نوسانات; Evaluating forecasts; MEM; Regime switching; Robustness; Volatility forecasting;
Keywords: پیش بینی نوسانات; C13; C22; C53; G14; Investor sentiment; Risk-neutral skewness; Implied volatility; Volatility forecasting;
Keywords: پیش بینی نوسانات; Corridor implied volatility; Model-free implied volatility; Volatility forecasting; Financial turmoil; G13; G14;
Keywords: پیش بینی نوسانات; C13; C14; C22; C53; G17; Volatility forecasting; HAR model; Realized range; Overnight returns; Trading volume; Number of trades;
Keywords: پیش بینی نوسانات; G15; G17; Q41; Q47; C13; C52; Volatility forecasting; Intraday range; Realized GARCH; Electricity;
Keywords: پیش بینی نوسانات; Volatility modeling; Volatility forecasting; Forecast evaluation; Bias corrected extreme value estimator; C32; C52; C53; G10;
Keywords: پیش بینی نوسانات; Reservoir computing; Echo state networks; Neural computing; Time-delay reservoir; Time series forecasting; Universality; VEC-GARCH model; Volatility forecasting; Realized volatility; Parallel reservoir computing
Keywords: پیش بینی نوسانات; Volatility forecasting; Crude oil futures; Realized variance; Jumps; Realized semivariance