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subject:"USA"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Nonejad, Nima"
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USA
Volatilität
Estimation
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Forecasting model
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Prognoseverfahren
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Time series analysis
3
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ARCH model
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ARCH-Modell
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Capital income
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Kapitaleinkommen
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Oil price
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Volatility
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Ölpreis
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Asymmetry
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Conditional (unconditional) equal predictive ability
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Crude oil price
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Dynamische Wirtschaftstheorie
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Equity return realized volatility
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Nonejad, Nima
Gupta, Rangan
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Zhu, Huiming
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
2
International review of financial analysis
2
Economic modelling
1
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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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
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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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