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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:"Brooks, Robert"
~person:"Easton, Steve"
~person:"Nonejad, Nima"
~subject:"Density prediction accuracy"
~subject:"Realized volatility"
~subject:"Regressionsanalyse"
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Density prediction accuracy
Realized volatility
Regressionsanalyse
Estimation
10
Schätzung
10
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6
Volatilität
6
Forecasting model
5
Prognoseverfahren
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Time series analysis
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Oil price
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Theorie
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Crude oil price
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State space model
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Aggregate equity returns
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Announcement effect
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Asymmetric information
1
Asymmetrische Information
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Asymmetry
1
Börsengang
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Conditional (unconditional) equal predictive ability
1
Conditional predictability
1
Conditional volatility
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Ben Haddad, Hedi
Brooks, Robert
Easton, Steve
Nonejad, Nima
Gupta, Rangan
3
Hau, Liya
2
Pierdzioch, Christian
2
Yoon, Seong-min
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Yu, Dongwei
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Auer, Benjamin R.
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Bekiros, Stelios
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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 economics & finance : IREF
2
International review of financial analysis
2
Economics letters
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Quantitative finance
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1
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
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2
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:
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
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