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isPartOf:"Journal of applied econometrics"
subject:"Lohnstruktur"
~isPartOf:"Journal of econometrics"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
~person:"Nonejad, Nima"
~subject:"Forecasting model"
~subject:"Theorie"
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Lohnstruktur
Forecasting model
Theorie
Estimation
12
Schätzung
12
Volatility
9
Volatilität
9
Prognoseverfahren
6
Capital income
5
Kapitaleinkommen
5
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
Oil price
3
Stochastic process
3
Stochastischer Prozess
3
Ölpreis
3
Börsenkurs
2
Leverage effects
2
Modellierung
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Multivariate stochastic volatility
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Option pricing theory
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Optionspreistheorie
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Theory
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12-Month variance futures
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1975-1998
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1980-1997
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Aktienindex
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McAleer, Michael
Nonejad, Nima
Pesaran, M. Hashem
8
Gupta, Rangan
6
Koop, Gary
6
Phillips, Peter C. B.
6
Todorov, Viktor
6
Andersen, Torben
5
Ghysels, Eric
5
Aït-Sahalia, Yacine
4
Bollerslev, Tim
4
Clark, Todd E.
4
Dai, Zhifeng
4
Marcellino, Massimiliano
4
Ravazzolo, Francesco
4
Asai, Manabu
3
Baltagi, Badi H.
3
Blundell, Richard W.
3
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Kim, Donggyu
3
Koopman, Siem Jan
3
Lucas, André
3
McCracken, Michael W.
3
Nielsen, Morten Ørregaard
3
Pierdzioch, Christian
3
Shin, Yongcheol
3
Steel, Mark F. J.
3
Su, Liangjun
3
Allen, David E.
2
Andreou, Elena
2
Babii, Andrii
2
Bailey, Natalia
2
Ball, Ryan T.
2
Banerjee, Anindya
2
Bianchi, Marco
2
Billio, Monica
2
Buchinsky, Moshe
2
Caporin, Massimiliano
2
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2
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Journal of applied econometrics
Journal of econometrics
School of Accounting, Finance and Economics & FEMARC working paper series
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
14
Working paper
12
Discussion paper / Tinbergen Institute
6
Econometric reviews
3
Energy economics
3
International review of financial analysis
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of forecasting
2
Applied financial economics
1
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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Handbook of applied econometrics and statistical inference
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International review of economics & finance : IREF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of macroeconomics
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Journal of risk and financial management : JRFM
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Risks : open access journal
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The Japanese economic review : the journal of the Japanese Economic Association
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The econometrics journal
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ECONIS (ZBW)
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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
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:
4
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
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5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
6
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
7
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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