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type_genre:"Article in journal"
type_genre:"Survey"
~language:"eng"
~person:"Brooks, Robert"
~person:"Nonejad, Nima"
~subject:"Volatilität"
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Volatilität
Estimation
52
Schätzung
52
Volatility
25
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20
ARCH model
17
ARCH-Modell
17
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Article in journal
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Brooks, Robert
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
21
Kumar, Dilip
20
Wohar, Mark E.
20
Balcilar, Mehmet
19
Mensi, Walid
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Kang, Sang Hoon
17
Tiwari, Aviral Kumar
17
Caporale, Guglielmo Maria
16
Asai, Manabu
15
Gil-Alaña, Luis A.
15
Rashid, Abdul
15
Li, Jia
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
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Caporin, Massimiliano
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Chiang, Thomas C.
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Tauchen, George Eugene
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Wang, Yudong
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Wu, Xinyu
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Zhang, Yaojie
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Zhu, Huiming
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Apergēs, Nikolaos
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Hegerty, Scott W.
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Lee, Chien-chiang
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Malik, Farooq
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McMillan, David G.
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Floros, Christos
11
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International review of economics & finance : IREF
3
International review of financial analysis
3
Energy economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied financial economics
1
Australian journal of management
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
25
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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
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
10
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:
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