//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Nonejad, Nima"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Conditional volatility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
4
ARCH-Modell
4
Forecasting model
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
Capital income
3
Conditional volatility
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Theorie
3
Theory
3
Bayes-Statistik
2
Bayesian inference
2
Bayesian model averaging
2
Börsenkurs
2
Density prediction accuracy
2
Share price
2
Aggregate equity return predictability
1
Aggregate equity returns
1
Aggregation
1
Commodity derivative
1
Conditional volatility channel
1
Crude oil spot prices
1
Dual Kalman filter
1
Modellierung
1
News-based uncertainty measures
1
Oil price
1
Point (density) prediction accuracy
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Rohstoffderivat
1
Scientific modelling
1
Spot market
1
Spotmarkt
1
Statistical distribution
1
Statistische Verteilung
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Conference paper
1
Konferenzbeitrag
1
Language
All
English
4
Author
All
Nonejad, Nima
McAleer, Michael
74
Chang, Chia-Lin
40
Haas, Markus
10
Mittnik, Stefan
9
Hsu, Hui-Kuang
8
Hammoudeh, Shawkat
6
Chuffart, Thomas
5
Harris, Richard D. F.
5
Ling, Shiqing
5
Paolella, Marc S.
5
Papadamou, Stephanos
5
Stagiannis, Apostolos
5
Tansuchat, Roengchai
5
Tong, Howell
5
Allen, David E.
4
Asai, Manabu
4
Chen, Meng-Gu
4
Hoti, Suhejla
4
Huang, Biing-Wen
4
Kumar, Rakesh
4
Lim, Christine
4
Malik, Farooq
4
McAleer, M.J.
4
Murphy, David
4
Signori, Ombretta
4
Singh, Abhay K.
4
Baluga, Anthony
3
Baumöhl, Eduard
3
Chan, Felix
3
Chang, C-L.
3
Chebbi, Tarek
3
Coleman, Simeon
3
Cremers, Heinz
3
Degiannakis, Stavros
3
Dhankar, Raj S.
3
Dime, Roselle
3
Filis, George
3
Kollias, Christos
3
Krasnosselski, Nikolai
3
more ...
less ...
Published in...
All
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Quantitative finance
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
4
Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->