Nima Nonejad

Available identifiers

zbMath Open nonejad.nimaMaRDI QIDQ529771

List of research outcomes

Publication	Date of Publication	Type
Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks	2023-03-07	Paper
An observation regarding Hamilton's recent criticisms of Kilian's global real economic activity index	2020-11-04	Paper
Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate	2020-02-05	Paper
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions	2018-10-12	Paper
Particle Markov chain Monte Carlo techniques of unobserved component time series models using Ox	2018-02-07	Paper
Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling	2017-06-09	Paper

Research outcomes over time

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