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Theorie
Forecasting model
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20
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English
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Nonejad, Nima
14
Catania, Leopoldo
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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
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Energy economics
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
14
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1
Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
Saved in:
2
Particle Markov chain Monte Carlo techniques of unobserved component time series models using ox
Nonejad, Nima
- In:
Journal of time series econometrics
8
(
2016
)
1
,
pp. 55-90
Persistent link: https://www.econbiz.de/10011440481
Saved in:
3
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:
4
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:
5
Time-consistency problem and the behavior of US inflation from 1970 to 2008
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782705
Saved in:
6
A mixture innovation heterogeneous autoregressive model for structural breaks and long memory
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782709
Saved in:
7
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:
8
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:
9
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:
10
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
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