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accessRights:"restricted"
subject:"Capital income"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Brooks, Robert"
~person:"Nonejad, Nima"
~subject:"Estimation"
~subject:"Prognoseverfahren"
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Capital income
Estimation
Prognoseverfahren
Schätzung
5
Forecasting model
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Kapitaleinkommen
2
Oil price
2
State space model
2
Zustandsraummodell
2
Ölpreis
2
Asymmetry
1
Börsenkurs
1
Conditional (unconditional) equal predictive ability
1
Crude oil price
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Endogeneity
1
Equity return realized volatility
1
Forecast selection
1
Herd behaviour
1
Herdenverhalten
1
Herding
1
Kalman filter
1
Leverage effect
1
Model uncertainty
1
Modellierung
1
Nichtlineare Regression
1
Nonlinear regression
1
Nonlinearity
1
Out-of-sample forecast
1
Parameter instability
1
Predictor persistence
1
Quantile regression
1
Realized volatility
1
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5
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English
5
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Brooks, Robert
Nonejad, Nima
Gupta, Rangan
13
Kang, Sang Hoon
10
Mensi, Walid
8
Zhu, Huiming
7
Hau, Liya
6
Yoon, Seong-min
6
Dai, Zhifeng
5
Pierdzioch, Christian
5
Xuan Vinh Vo
5
Al-Yahyaee, Khamis Hamed
4
Chen, Mei-Ping
4
Lee, Chien-chiang
4
Salisu, Afees A.
4
Yang, Chunpeng
4
Zaremba, Adam
4
Ahmed, Walid M. A.
3
Balcilar, Mehmet
3
Chiah, Mardy
3
Dash, Saumya Ranjan
3
Demirer, Rıza
3
Fung, Hung-gay
3
Hammoudeh, Shawkat
3
Ji, Qiang
3
Lien, Da-hsiang Donald
3
Long, Huaigang
3
Maitra, Debasish
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Zhong, Angel
3
Zhou, Liyun
3
Adediran, Idris A.
2
Ang, Tze Chuan
2
Caporin, Massimiliano
2
Cheema, Muhammad A.
2
Chen, Na
2
Chen, Qitong
2
Chen, Wen-Yi
2
Cho, Hoon
2
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Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
International review of financial analysis
4
Energy economics
3
International review of economics & finance : IREF
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Australian journal of management
1
Computational economics
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Global finance journal
1
Journal of business finance & accounting : JBFA
1
Journal of empirical finance
1
Quantitative finance
1
Studies in economics and finance
1
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ECONIS (ZBW)
5
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1
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:
2
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
3
Investor-herding and risk-profiles : a State-Space model-based assessment
Nath, Harmindar B.
;
Brooks, Robert
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012491773
Saved in:
4
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:
5
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
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