//--> //--> //--> //-->
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
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
Flexible model comparison of u...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Forecasting model
28
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
more ...
less ...
Online availability
All
Undetermined
36
Free
14
Type of publication
All
Article
36
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Working Paper
7
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
43
Undetermined
8
Author
All
Nonejad, Nima
51
Grassi, Stefano
6
Santucci de Magistris, Paolo
4
Magistris, Paolo Santucci de
2
Catania, Leopoldo
1
Institution
All
School of Economics and Management, University of Aarhus
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
School of Economics, University of Kent
1
Published in...
All
CREATES Research Papers
5
CREATES research paper
5
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 journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of Forecasting
2
Journal of applied econometrics
2
Journal of empirical finance
2
MPRA Paper
2
Applied economics letters
1
Computational economics
1
Discussion papers / University of Kent, School of Economics
1
Economic modelling
1
Journal of Economic Surveys
1
Journal of commodity markets
1
Journal of forecasting
1
Journal of time series econometrics
1
Quantitative finance
1
School of Economics Discussion Papers
1
Scottish Journal of Political Economy
1
Studies in Economics
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)
38
RePEc
8
Other ZBW resources
4
EconStor
1
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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 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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->