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subject:"Schätzung"
~isPartOf:"Applied economics letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Nonejad, Nima"
~subject:"Volatility"
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Schätzung
Volatility
Oil price
2
Volatilität
2
Welt
2
World
2
Ölpreis
2
ARCH model
1
ARCH-Modell
1
Business cycle
1
Capital income
1
Commodity derivative
1
Conditional (unconditional) equal predictive ability
1
Crude oil
1
Crude oil price
1
Economic crisis
1
Equity return realized volatility
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Erdöl
1
Estimation
1
Forecast selection
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Forecasting model
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Kapitaleinkommen
1
Konjunktur
1
Petroleum
1
Prognoseverfahren
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Rohstoffderivat
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realized volatility
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regime switching
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Nonejad, Nima
Kang, Sang Hoon
5
Zhu, Huiming
5
Gupta, Rangan
4
Mensi, Walid
4
Wohar, Mark E.
4
Grobys, Klaus
3
Hau, Liya
3
Lee, Chien-chiang
3
Salisu, Afees A.
3
Sosvilla-Rivero, Simón
3
Adediran, Idris A.
2
Apergēs, Nikolaos
2
Baffes, John
2
Bahmani-Oskooee, Mohsen
2
Balcilar, Mehmet
2
Chen, Mei-Ping
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Chen, Qitong
2
Dash, Saumya Ranjan
2
Fernandez-Perez, Adrian
2
Hammoudeh, Shawkat
2
Hegerty, Scott W.
2
Jiang, Yong
2
Kao, Yu-sheng
2
Lin, Ling
2
Ma, Yong
2
Maitra, Debasish
2
Meierrieks, Daniel
2
Pierdzioch, Christian
2
Tiwari, Aviral Kumar
2
Ur Rehman, Mobeen
2
White, Roger
2
Yang, Chao-hsiang
2
Ahmed, Walid M. A.
1
Ahn, Joonhong
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Maadid, Alanoud
1
Al-Yahyaee, Khamis Hamed
1
Aloui, Riadh
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Applied economics letters
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
3
Finance research letters
2
International review of financial analysis
2
Computational economics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
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2
Crude oil price volatility dynamics and the Great Recession
Nonejad, Nima
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 622-627
Persistent link: https://www.econbiz.de/10012204288
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