Keywords: حق بیمه خطر نوسان; Value-at-Risk; Option implied volatility; Volatility risk premium; Time-series; GARCH models;
مقالات ISI حق بیمه خطر نوسان (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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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: حق بیمه خطر نوسان; Option returns; Volatility risk premium; Bayesian learning; Predictability; Dynamic equilibrium model; D83; G12; G13; G14; G17;
Keywords: حق بیمه خطر نوسان; Implied volatility; Realized volatility; Volatility risk premium; Contagion; Heteroskedasticity bias; Wavelets; C32; C38; C58; G13;
Keywords: حق بیمه خطر نوسان; C32; C58; E52; E58; G10; G12; Stock market volatility; Federal funds futures; Monetary policy; Volatility risk premium;
Keywords: حق بیمه خطر نوسان; G13; G17; C53; C51; Volatility risk premium; Model-free implied volatility; Diffusion jump; GMM estimation;
Keywords: حق بیمه خطر نوسان; G13; G17; Volatility forecasting; Volatility risk premium; Implied volatility;
Keywords: حق بیمه خطر نوسان; Equity index options; Stochastic volatility; Time-changed Lévy process; Volatility risk premium; Square-root unscented Kalman filter
Keywords: حق بیمه خطر نوسان; Implied volatility surface; Option realized volatility; Expected volatility surface; Volatility risk premium; Vega-gamma-vanna-volga; Proportional variance dynamicsC13; C51; G12; G13
Keywords: حق بیمه خطر نوسان; Exchange rates; Volatility risk premium; Predictability; Efficient currency portfoliosF31; F37
Interest rate volatility and risk management: Evidence from CBOE Treasury options
Keywords: حق بیمه خطر نوسان; C51; E44; G12; G13; G14; Interest rate volatility; Volatility indices; Volatility risk premium; Level effect; Unspanned stochastic volatility; Macroeconomic news;
Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps
Keywords: حق بیمه خطر نوسان; Volatility risk premium; Interest rate swap; Delta-hedged gain; G12; G13;
Riding the swaption curve
Keywords: حق بیمه خطر نوسان; G120; G130; G140; Volatility risk premium; Term structure; Swaptions; Straddles; Bonds; Interest rate derivatives;
Risk and return: Long-run relations, fractional cointegration, and return predictability
Keywords: حق بیمه خطر نوسان; C22; C32; C51; C52; G12; G14High-frequency data; Realized and options implied volatilities; Volatility risk premium; Long-memory and fractional cointegration; Return predictability
Volatility risk premium decomposition of LIFFE equity options
Keywords: حق بیمه خطر نوسان; G12; G13; G14; Macro-factors; Volatility risk premium; Idiosyncratic volatility risk; Delta-neutral portfolio; Moment-adjusted option pricing formula;
The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium
Keywords: حق بیمه خطر نوسان; G11; G13; G14; E44; E52; E58; Implied volatility; Realized volatility; Federal funds futures; Monetary policy surprises; Volatility risk premium;
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Keywords: حق بیمه خطر نوسان; C1; C5; G1; Realized volatility; Implied volatility; Volatility risk premium; Moments of integrated volatility; Objective distribution; Risk-neutral distribution;
Maximum likelihood estimation of non-affine volatility processes
Keywords: حق بیمه خطر نوسان; G11; G12; C52Non-affine volatility; Integrated volatility; Volatility risk premium; Markov chain approximation
The information content of option-implied volatility for credit default swap valuation
Keywords: حق بیمه خطر نوسان; Credit default swaps; Option implied volatility; Historical volatility; Price discovery; Volatility risk premium; G11; G12; G14;
Computing the market price of volatility risk in the energy commodity markets
Keywords: حق بیمه خطر نوسان; G12; G13; Q43; Volatility risk premium; Energy futures and options markets;
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Keywords: حق بیمه خطر نوسان; C12; C22; G00; Implied volatility; Information; Volatility forecasts; Volatility models; Realized volatility; Volatility risk premium;
The implied volatility term structure of stock index options
Keywords: حق بیمه خطر نوسان; G13Implied volatility; Volatility term structure; Expectations hypothesis; Volatility risk premium