//--> //--> //--> //-->
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
~subject:"Theory"
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: person:"Nonejad, Nima"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Forecasting model
28
Prognoseverfahren
28
Volatility
20
Volatilität
20
Time series analysis
18
Zeitreihenanalyse
18
Estimation
17
Schätzung
17
Oil price
16
Ölpreis
16
Theorie
14
Welt
14
World
14
ARCH model
13
ARCH-Modell
13
Capital income
13
Kapitaleinkommen
13
Forecasting
7
Realized volatility
7
Risikoprämie
7
Risk premium
7
Bayes
6
Börsenkurs
6
Crude oil price
6
Dynamic Model Averaging
6
Dynamic Model Selection
6
Modellierung
6
Realized Variance
6
Scientific modelling
6
Self-Perturbed Kalman Filter
6
Share price
6
State space model
6
TVP models
6
Zustandsraummodell
6
Markov chain
5
Markov-Kette
5
Nonlinearity
5
Risiko
5
Risk
5
more ...
less ...
Online availability
All
Undetermined
10
Free
4
Type of publication
All
Article
10
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
14
Author
All
Nonejad, Nima
14
Catania, Leopoldo
1
Published in...
All
CREATES research paper
4
International review of financial analysis
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Journal of empirical finance
1
Journal of time series econometrics
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
2
Equity premium prediction using the price of crude oil : uncovering the nonlinear predictive impact
Nonejad, Nima
- In:
Energy economics
115
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013541756
Saved in:
3
Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures : a comparative study
Nonejad, Nima
- In:
International review of financial analysis
83
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013455034
Saved in:
4
Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima
- In:
International review of financial analysis
77
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
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
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:
7
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:
8
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Saved in:
9
Particle Markov chain Monte Carlo Techniques of unobserved component time series models using Ox
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782694
Saved in:
10
Long memory and structural breaks in realized volatility : an irreversible Markov switching approach
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782698
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->