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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of business finance & accounting : JBFA"
~person:"Brooks, Robert"
~person:"Nonejad, Nima"
~subject:"Realized volatility"
~subject:"Schätzung"
~subject:"Volatilität"
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Realized volatility
Schätzung
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Estimation
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ARCH model
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2
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2
Capital income
2
Forecasting model
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Article in journal
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Brooks, Robert
Nonejad, Nima
Apergēs, Nikolaos
5
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Bresson, Georges
2
Fitzenberger, Bernd
2
Lacroix, Guy
2
Pinar, Mehmet
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1
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1
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1
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1
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1
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1
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1
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1
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Albulescu, Claudiu Tiberiu
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1
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1
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1
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1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of business finance & accounting : JBFA
Applied financial economics
5
International review of financial analysis
5
Energy economics
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
The North American journal of economics and finance : a journal of financial economics studies
3
Advances in investment analysis and portfolio management : a research annual
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Applied financial economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of empirical finance
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Studies in economics and finance
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ECONIS (ZBW)
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1
Crude oil price point forecasts of the Norwegian GDP growth rate
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2913-2930
Persistent link: https://www.econbiz.de/10012664660
Saved in:
2
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
3
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
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