//--> //--> //--> //-->
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:"Nonejad, Nima"
~subject:"Konsumentenverhalten"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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
Konsumentenverhalten
Estimation
17
Schätzung
17
Forecasting model
15
Prognoseverfahren
15
Oil price
13
Ölpreis
13
Volatility
11
Welt
10
World
10
Capital income
9
Kapitaleinkommen
9
ARCH model
8
ARCH-Modell
8
Time series analysis
7
Zeitreihenanalyse
7
Risikoprämie
6
Risk premium
6
Crude oil price
5
Theorie
5
Theory
5
Nonlinearity
4
Realized volatility
4
Börsenkurs
3
CAPM
3
Equity premium
3
Risiko
3
Risk
3
Share price
3
Bayes-Statistik
2
Bayesian inference
2
Bayesian model averaging
2
Conditional volatility
2
Crude oil
2
Density prediction accuracy
2
Economic growth
2
Economic policy
2
Endogeneity
2
Erdöl
2
Estimation theory
2
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Bibliografie enthalten
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Nonejad, Nima
Gupta, Rangan
61
Bahmani-Oskooee, Mohsen
33
Ma, Feng
26
Todorov, Viktor
25
Bouri, Elie
24
McAleer, Michael
23
Pierdzioch, Christian
23
Bollerslev, Tim
22
Xuan Vinh Vo
22
Kumar, Dilip
20
Wohar, Mark E.
20
Balcilar, Mehmet
19
Mensi, Walid
18
Kang, Sang Hoon
17
Tiwari, Aviral Kumar
17
Caporale, Guglielmo Maria
16
Asai, Manabu
15
Gil-Alaña, Luis A.
15
Rashid, Abdul
15
Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Apergēs, Nikolaos
13
Caporin, Massimiliano
13
Chiang, Thomas C.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
13
Zhang, Yaojie
13
Zhu, Huiming
13
Hegerty, Scott W.
12
Lee, Chien-chiang
12
Malik, Farooq
12
McMillan, David G.
12
Floros, Christos
11
Jawadi, Fredj
11
Bali, Turan G.
10
more ...
less ...
Published in...
All
Energy economics
2
International review of financial analysis
2
The North American journal of economics and finance : a journal of financial economics studies
2
Economic modelling
1
Economics letters
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
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
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
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:
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
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:
6
Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
Saved in:
7
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:
8
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:
9
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
Saved in:
10
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima
- In:
International review of financial analysis
58
(
2018
),
pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->