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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Brooks, Robert"
~person:"Fernández Rodríguez, Fernando"
~person:"Nonejad, Nima"
~subject:"Realized volatility"
~subject:"Volatilität"
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Realized volatility
Volatilität
Estimation
3
Schätzung
3
Forecasting model
2
Prognoseverfahren
2
Volatility
2
ARCH model
1
ARCH-Modell
1
Aggregate equity returns
1
Aggregation
1
Börsenkurs
1
Capital income
1
Conditional predictability
1
Conditional volatility
1
Connectedness
1
Crude oil price
1
Decomposition method
1
Dekompositionsverfahren
1
Density prediction accuracy
1
Economic forecast
1
Economic growth
1
Financial crisis
1
Financial market
1
Financial market linkages
1
Finanzkrise
1
Finanzmarkt
1
Forecast accuracy
1
Implied volatility indices
1
Kapitaleinkommen
1
National income
1
Nationaleinkommen
1
Norway
1
Norwegen
1
Oil price
1
Real GDP growth rate
1
Risikomaß
1
Risk measure
1
Share price
1
Theorie
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Theory
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Article in journal
Survey
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English
2
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Brooks, Robert
Fernández Rodríguez, Fernando
Nonejad, Nima
Akpiliç, Ferdi
1
Altamimi, Sohale
1
Andrada Félix, Julián
1
Aslan, Caglayan
1
Assaf, Ata
1
Beaumont, Paul Michael
1
Ben Haddad, Hedi
1
Bera, Anil K.
1
Beverly, Josh
1
Chavas, Jean-Paul
1
Cho, Dooyeon
1
Chon, Sora
1
Clavijo-Cortes, Pedro
1
Deniz, Pinar
1
Doğan, Osman
1
Fernandez-Perez, Adrian
1
Gil-Alaña, Luis A.
1
Grigoryan, Aleksandr
1
Hsieh, Joyce
1
Kim, Dong-Hyeon
1
Kim, Jaeho
1
Lin, Shu-Chin
1
Loermann, Julius
1
Manić, Slavica
1
Medhioub, Imed
1
Mezghani, Imed
1
Mokni, Khaled
1
Neill, Clinton L.
1
Ohanyan, Narek
1
Pavkov, Ivan
1
Rho, Seunghwa
1
Serletis, Apostolos
1
Sosvilla-Rivero, Simón
1
Stengos, Thanasēs
1
Stewart, Shamar L.
1
Taṣpınar, Süleyman
1
Ubukata, Masato
1
Wang, Yudong
1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of economics & finance : IREF
3
International review of financial analysis
3
Energy economics
2
Journal of international financial markets, institutions & money
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied financial economics
1
Australian journal of management
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global finance journal
1
Hacienda pública española : review of public economics
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
Pacific-Basin finance journal
1
Quantitative finance
1
Studies in economics and finance
1
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ECONIS (ZBW)
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1
Time connectedness of fear
Andrada Félix, Julián
;
Fernandez-Perez, Adrian
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 905-931
Persistent link: https://www.econbiz.de/10012819510
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:
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