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Forecasting model
Prognoseverfahren
27
Volatility
19
Volatilität
19
Time series analysis
17
Zeitreihenanalyse
17
Estimation
16
Schätzung
16
Oil price
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Ölpreis
15
Theorie
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Theory
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Welt
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World
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ARCH-Modell
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Capital income
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Kapitaleinkommen
12
Forecasting
7
Bayes
6
Börsenkurs
6
Crude oil price
6
Dynamic Model Averaging
6
Dynamic Model Selection
6
Modellierung
6
Realized Variance
6
Realized volatility
6
Risikoprämie
6
Risk premium
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
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5
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English
27
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Nonejad, Nima
27
Grassi, Stefano
3
Santucci de Magistris, Paolo
3
Catania, Leopoldo
1
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Energy economics
3
Finance research letters
3
International review of financial analysis
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
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Journal of forecasting
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Quantitative finance
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The European journal of finance
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ECONIS (ZBW)
27
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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
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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
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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
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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
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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
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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
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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
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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
Forecasting aggregate stock market volatility using financial and macroeconomic predictors : Which models forecast best, when and why?
Nonejad, Nima
- In:
Journal of empirical finance
42
(
2017
),
pp. 131-154
Persistent link: https://www.econbiz.de/10011808557
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