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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:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ben Haddad, Hedi"
~person:"Bresson, Georges"
~person:"Brooks, Robert"
~person:"Easton, Steve"
~person:"Nonejad, Nima"
~source:"econis"
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Estimation
12
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12
Volatility
6
Volatilität
6
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5
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5
ARCH model
4
ARCH-Modell
4
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Ben Haddad, Hedi
Bresson, Georges
Brooks, Robert
Easton, Steve
Nonejad, Nima
Gupta, Rangan
16
Kang, Sang Hoon
11
Mensi, Walid
9
Zhu, Huiming
7
Apergēs, Nikolaos
6
Hau, Liya
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Yoon, Seong-min
6
Al-Yahyaee, Khamis Hamed
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Dai, Zhifeng
5
Gil-Alaña, Luis A.
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Pierdzioch, Christian
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Xuan Vinh Vo
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4
Caporin, Massimiliano
4
Chen, Mei-Ping
4
Lee, Chien-chiang
4
Lien, Da-hsiang Donald
4
Salisu, Afees A.
4
Yang, Chunpeng
4
Zaremba, Adam
4
Ahmed, Walid M. A.
3
Beckmann, Joscha
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Belke, Ansgar
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Chiah, Mardy
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Dash, Saumya Ranjan
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Demirer, Rıza
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Fung, Hung-gay
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Narayan, Seema
3
Pérez Rodríguez, Jorge V.
3
Shi, Yanlin
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Yin, Libo
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
International review of financial analysis
6
Applied financial economics
5
Journal of international financial markets, institutions & money
4
Energy economics
3
International review of economics & finance : IREF
3
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics letters
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Australian economic papers
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Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Abacus : a journal of accounting, finance and business studies
1
Advances in futures and options research : a research annual
1
Applied economics letters
1
Australian journal of management
1
Computational economics
1
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1
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Economies : open access journal
1
Finance research letters
1
Global finance journal
1
International journal of business
1
International journal of emerging markets
1
Journal of applied econometrics
1
Journal of business finance & accounting : JBFA
1
Journal of emerging market finance
1
Journal of empirical finance
1
Journal of financial management, markets and institutions
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of urban economics
1
Macroeconomic dynamics
1
Quantitative finance
1
Revue d'économie politique
1
Studies in economics and finance
1
The European journal of health economics
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ECONIS (ZBW)
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1
Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity : evidence from the quantile vector autoregressive connectedness approach
Ben Haddad, Hedi
;
Mezghani, Imed
;
Medhioub, Imed
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 829-858
Persistent link: https://www.econbiz.de/10014519714
Saved in:
2
Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2475-2509
Persistent link: https://www.econbiz.de/10014328993
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Bayesian panel quantile regression for binary outcomes with correlated random effects : an application on crime recidivism in Canada
Bresson, Georges
;
Lacroix, Guy
;
Rahman, Mohammad Arshad
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 227-259
Persistent link: https://www.econbiz.de/10012488917
Saved in:
8
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:
9
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:
10
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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