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subject:"Kapitaleinkommen"
~person:"Mittnik, Stefan"
~person:"Nonejad, Nima"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Estimation
28
Schätzung
28
Forecasting model
16
Prognoseverfahren
16
Capital income
13
Oil price
13
Theorie
13
Theory
13
Volatility
13
Volatilität
13
Ölpreis
13
ARCH model
10
ARCH-Modell
10
Welt
10
World
10
Time series analysis
8
Zeitreihenanalyse
8
Risikoprämie
6
Risk premium
6
Börsenkurs
5
Crude oil price
5
Share price
5
CAPM
4
Deutschland
4
Germany
4
Nonlinearity
4
Realized volatility
4
Economic growth
3
Equity premium
3
Finanzpolitik
3
Fiscal policy
3
Risiko
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
USA
3
United States
3
Wirtschaftswachstum
3
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2
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Aufsatz in Zeitschrift
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Mittnik, Stefan
Nonejad, Nima
Gupta, Rangan
57
Zaremba, Adam
57
McMillan, David G.
31
Wohar, Mark E.
27
Narayan, Paresh Kumar
20
Pierdzioch, Christian
19
Bollerslev, Tim
18
Cakici, Nusret
18
Tiwari, Aviral Kumar
18
Todorov, Viktor
18
Ma, Feng
17
Wang, Yudong
17
Bali, Turan G.
16
Gil-Alaña, Luis A.
15
Kumar, Dilip
15
Sehgal, Sanjay
15
Chiang, Thomas C.
14
Long, Huaigang
14
Balcilar, Mehmet
13
Bouri, Elie
13
Zhang, Yaojie
13
Umutlu, Mehmet
12
Brooks, Robert
11
Caporale, Guglielmo Maria
11
Demirer, Rıza
11
Jareño, Francisco
11
Tauchen, George Eugene
11
Xuan Vinh Vo
11
Apergēs, Nikolaos
10
Bohl, Martin T.
10
Lee, Chien-chiang
10
Li, Bin
10
Yin, Libo
10
Zhou, Guofu
10
Andersen, Torben
9
Chiah, Mardy
9
Kim, Jae H.
9
McAleer, Michael
9
Nitschka, Thomas
9
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International review of financial analysis
2
The North American journal of economics and finance : a journal of financial economics studies
2
Asia-Pacific financial markets
1
Econometric reviews
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
Energy economics
1
Finance research letters
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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ECONIS (ZBW)
13
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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
Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima
- In:
International review of financial analysis
77
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
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
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:
6
Predicting equity premium by conditioning on macroeconomic variables : a prediction selection strategy using the price of crude oil
Nonejad, Nima
- In:
Finance research letters
41
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013335945
Saved in:
7
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:
8
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:
9
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:
10
Stock market volatility: Identifying major drivers and the nature of their impact
Mittnik, Stefan
;
Robinzonov, Nikolay
;
Spindler, Martin
- In:
Journal of banking & finance
58
(
2015
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
Saved in:
11
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 211-250
Persistent link: https://www.econbiz.de/10002214262
Saved in:
12
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Asia-Pacific financial markets
5
(
1998
)
2
,
pp. 99-128
Persistent link: https://www.econbiz.de/10001372063
Saved in:
13
Modeling asset returns with alternative stable distributions
Mittnik, Stefan
- In:
Econometric reviews
12
(
1993
)
3
,
pp. 261-330
Persistent link: https://www.econbiz.de/10001156115
Saved in:
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