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type_genre:"Article in journal"
type_genre:"Survey"
~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
60
Schätzung
60
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30
Volatilität
30
Capital income
22
Kapitaleinkommen
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Risikoprämie
7
Risk premium
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Crude oil price
5
Estimation theory
5
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Article in journal
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Ben Haddad, Hedi
Brooks, Robert
Easton, Steve
Nonejad, Nima
Gupta, Rangan
18
Zhu, Huiming
10
Jawadi, Fredj
9
Narayan, Paresh Kumar
8
Lee, Chien-chiang
7
Park, Sung Y.
7
Pierdzioch, Christian
7
Westerlund, Joakim
7
Wohar, Mark E.
7
Wu, Po-Chin
7
Furno, Marilena
6
Lamarche, Carlos
6
Cepoi, Cosmin Octavian
5
Chang, Tsangyao
5
Cho, Dooyeon
5
Degiannakis, Stavros
5
Galvão Júnior, Antônio Fialho
5
Hook, Law Siong
5
Lyócsa, Štefan
5
Ma, Feng
5
Tiwari, Aviral Kumar
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Wang, Yudong
5
Wu, Po-chin
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Yang, Lixiong
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Andini, Corrado
4
Asongu, Simplice
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Baillie, Richard
4
Baur, Dirk G.
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Bossman, Ahmed
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Cai, Zongwu
4
Caporin, Massimiliano
4
Cheffou, Abdoulkarim Idi
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Chen, Cathy W. S.
4
Chevapatrakul, Thanaset
4
Christiansen, Charlotte
4
Christou, Christina
4
Ding, Haoyuan
4
Dong, Yingying
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International review of economics & finance : IREF
2
International review of financial analysis
2
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Pacific-Basin finance journal
1
Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
9
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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
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 short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
8
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:
9
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
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