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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Forecasting model
28
Prognoseverfahren
28
Volatility
20
Volatilität
20
Estimation
17
Schätzung
17
Time series analysis
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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Aufsatz in Zeitschrift
12
Arbeitspapier
5
Graue Literatur
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Non-commercial literature
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Working Paper
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English
17
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Nonejad, Nima
17
Grassi, Stefano
3
Santucci de Magistris, Paolo
3
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CREATES research paper
4
The North American journal of economics and finance : a journal of financial economics studies
3
Computational economics
1
Discussion papers / University of Kent, School of Economics
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
17
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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
A mixture innovation heterogeneous autoregressive model for structural breaks and long memory
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782709
Saved in:
6
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:
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
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:
9
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
Saved in:
10
Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach
Nonejad, Nima
- In:
Computational economics
53
(
2019
)
4
,
pp. 1687-1710
Persistent link: https://www.econbiz.de/10012135601
Saved in:
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