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~subject:"Forecasting model"
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Forecasting model
Prognoseverfahren
28
Volatility
20
Volatilität
20
Estimation
17
Schätzung
17
Time series analysis
17
Zeitreihenanalyse
17
Oil price
16
Ölpreis
16
Theorie
14
Theory
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
TVP models
6
Markov chain
5
Markov-Kette
5
Nonlinearity
5
Risiko
5
Risk
5
State space model
5
Zustandsraummodell
5
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Undetermined
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Article
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Arbeitspapier
2
Graue Literatur
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Non-commercial literature
2
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Konferenzbeitrag
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English
28
Author
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Nonejad, Nima
28
Grassi, Stefano
3
Santucci de Magistris, Paolo
3
Catania, Leopoldo
1
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International review of financial analysis
4
Energy economics
3
Finance research letters
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of applied econometrics
2
Journal of empirical finance
2
CREATES research paper
1
Discussion papers / University of Kent, School of Economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of commodity markets
1
Journal of forecasting
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Quantitative finance
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The European journal of finance
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ECONIS (ZBW)
28
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1
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
2
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:
3
An observation regarding Hamilton’s recent criticisms of Kilian’s global real economic activity index
Nonejad, Nima
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510927
Saved in:
4
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:
5
The price of crude oil and (conditional) out-of-sample predictability of world industrial production
Nonejad, Nima
- In:
Journal of commodity markets
23
(
2021
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012879030
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
Crude oil price point forecasts of the Norwegian GDP growth rate
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2913-2930
Persistent link: https://www.econbiz.de/10012664660
Saved in:
8
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:
9
Replicating the results in "a new model of trend inflation" using particle Markov chain Monte Carlo
Nonejad, Nima
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1478-1483
Persistent link: https://www.econbiz.de/10011691534
Saved in:
10
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:
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