//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatilität"
~person:"Apergēs, Nikolaos"
~person:"Bali, Turan G."
~person:"Nonejad, Nima"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation
116
Schätzung
116
Capital income
35
Kapitaleinkommen
35
Volatility
33
Welt
28
World
28
Forecasting model
23
Prognoseverfahren
23
USA
23
United States
23
Theorie
22
Theory
22
Panel
20
Panel study
20
Börsenkurs
19
Share price
19
ARCH model
15
ARCH-Modell
15
CAPM
14
Risiko
14
Risikoprämie
14
Risk
14
Risk premium
14
Oil price
13
Ölpreis
13
Economic growth
12
Wirtschaftswachstum
12
Cointegration
10
Greece
10
Griechenland
10
Kointegration
10
Time series analysis
9
Zeitreihenanalyse
9
Capital market returns
8
Causality analysis
8
Interest rate
8
Kapitalmarktrendite
8
Kausalanalyse
8
more ...
less ...
Online availability
All
Undetermined
20
Type of publication
All
Article
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Apergēs, Nikolaos
Bali, Turan G.
Nonejad, Nima
Gupta, Rangan
60
Bahmani-Oskooee, Mohsen
33
Ma, Feng
25
McAleer, Michael
24
Todorov, Viktor
24
Bollerslev, Tim
23
Pierdzioch, Christian
23
Bouri, Elie
21
Kumar, Dilip
20
Wohar, Mark E.
20
Xuan Vinh Vo
20
Balcilar, Mehmet
19
Asai, Manabu
16
Caporale, Guglielmo Maria
16
Gil-Alaña, Luis A.
16
Kang, Sang Hoon
16
Mensi, Walid
16
Rashid, Abdul
15
Tiwari, Aviral Kumar
15
Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Chiang, Thomas C.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Yoon, Seong-min
13
Zhu, Huiming
13
Belke, Ansgar
12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
Malik, Farooq
12
McMillan, David G.
12
Wu, Xinyu
12
Caporin, Massimiliano
11
Floros, Christos
11
Hammoudeh, Shawkat
11
Hautsch, Nikolaus
11
more ...
less ...
Published in...
All
Energy economics
4
Economic modelling
2
Economics letters
2
International review of financial analysis
2
Journal of financial and quantitative analysis : JFQA
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
Applied financial economics
1
Defence and peace economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International finance
1
International journal of economic research
1
Journal of economic dynamics & control
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of financial economics
1
Journal of international commerce, economics and policy
1
Kredit und Kapital
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Quantitative finance
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
2
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
Saved in:
3
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
4
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
Saved in:
5
Inflation expectations, volatility and Covid-19 : evidence from the US inflation swap rates
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Applied economics letters
28
(
2021
)
15
,
pp. 1327-1331
Persistent link: https://www.econbiz.de/10012609663
Saved in:
6
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
7
Examining the asymmetric effects of third-country exchange rate volatility on Pakistan-China commodity trade
Usman, Ahmed
;
Apergēs, Nikolaos
;
Anwar, Sofia
- In:
Journal of international commerce, economics and policy
12
(
2021
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012650950
Saved in:
8
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
9
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Saved in:
10
Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Nonejad, Nima
- In:
International review of financial analysis
71
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->