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subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~isPartOf:"Quantitative finance"
~person:"Bali, Turan G."
~person:"Nonejad, Nima"
~subject:"Theory"
~type:"article"
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Volatilität
Theory
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Capital income
3
Kapitaleinkommen
3
Volatility
3
Equity premium
2
Nonlinearity
2
Oil price
2
Realized volatility
2
Risikoprämie
2
Risk premium
2
Theorie
2
Welt
2
World
2
Ölpreis
2
Aggregate equity return predictability
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian model averaging
1
Capital market returns
1
Conditional volatility
1
Crude oil price volatility
1
Decision under uncertainty
1
Density prediction accuracy
1
Density predictions
1
Economic policy
1
Endogeneity
1
Entscheidung unter Unsicherheit
1
Kapitalmarktrendite
1
Modellierung
1
News-based economic policy uncertainty
1
Population-level predictability
1
Portfolio optimization
1
Portfolio selection
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Bali, Turan G.
Nonejad, Nima
Sornette, Didier
5
Degiannakis, Stavros
3
Lillo, Fabrizio
3
Liu, Jia
3
Wehrli, Alexander
3
Antonakakis, Nikolaos
2
Bormetti, Giacomo
2
Bouri, Elie
2
Chortareas, Georgios E.
2
Chuliá, Helena
2
Cipollini, Andrea
2
Coakley, Jerry
2
Cummins, Mark
2
Dowling, Michael
2
Fabozzi, Frank J.
2
Floros, Christos
2
Gerlach, Richard
2
Gil-Alaña, Luis A.
2
Gong, Xue
2
Hammoudeh, Shawkat
2
In, Francis Haeuck
2
Kandhai, D.
2
Kizys, Renatas
2
Livieri, Giulia
2
Ma, Feng
2
Narayan, Paresh Kumar
2
Roubaud, David
2
Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
Smales, Lee A.
2
Smith, Simon C.
2
Sun, Yuying
2
Uribe, Jorge
2
Wang, Chao
2
Wang, Shouyang
2
Wheatley, Spencer
2
Wu, Eliza
2
Xuan Vinh Vo
2
Zhang, Zehua
2
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International review of financial analysis
Quantitative finance
Energy economics
3
Economics letters
2
Journal of financial and quantitative analysis : JFQA
2
The North American journal of economics and finance : a journal of financial economics studies
2
Economic modelling
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
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
The journal of futures markets
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ECONIS (ZBW)
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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:
2
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:
3
Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Nonejad, Nima
- In:
International review of financial analysis
71
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
Saved in:
4
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:
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