Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Year of publication: |
2018
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Authors: | Nonejad, Nima |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 58.2018, p. 260-270
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Subject: | Density predictions | Endogeneity | Equity premium | Realized volatility | Stochastic volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Zeitreihenanalyse | Time series analysis | Ölpreis | Oil price | Welt | World | Schätzung | Estimation | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
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