Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nima Nonejad
| Year of publication: |
2020
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|---|---|
| Authors: | Nonejad, Nima |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 58.2020, 1, p. 313-349
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| Subject: | Crude oil price | Density prediction | Stochastic volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Theorie | Theory | Welt | World | Ölmarkt | Oil market | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-019-01643-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012218998