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Search: subject:"MIDAS regression"
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MIDAS regression
12
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ECONIS (ZBW)
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1
Stock exchange volatility forecasting under market stress with
MIDAS
regression
Körs, Murat
;
Karan, Mehmet Baha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 295-306
Persistent link: https://www.econbiz.de/10014253189
Saved in:
2
How does investor sentiment impact stock volatility? : new evidence from Shanghai A-shares market
Xie, Dejun
;
Cui, Yu
;
Liu, Yujian
- In:
China finance review international
13
(
2023
)
1
,
pp. 102-120
Persistent link: https://www.econbiz.de/10014312228
Saved in:
3
Nowcasting inflation in India with daily crowd-sourced prices using dynamic factors and mixed frequency models
Yadav, Varun
;
Das, Abhiman
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10013553042
Saved in:
4
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012802134
Saved in:
5
On business cycle forecasting
Lai, Huiwen
;
Ng, Eric C. Y.
- In:
Frontiers of business research in China : selected …
14
(
2020
)
3
,
pp. 324-349
Persistent link: https://www.econbiz.de/10012427131
Saved in:
6
Forecasting the consumer confidence index with tree-based MIDAS regressions
Qiu, Yue
- In:
Economic modelling
91
(
2020
),
pp. 247-256
Persistent link: https://www.econbiz.de/10012429036
Saved in:
7
Nowcasting Philippine economic growth using
MIDAS
regression
Rufino, Cesar C.
- In:
DLSU business & economics review
29
(
2019
)
1
,
pp. 14-23
Persistent link: https://www.econbiz.de/10012263944
Saved in:
8
The role of the political cycle in the relationship between economic policy uncertainty and the long-run volatility of industry-level stock returns in the United States
Yu, Honghai
;
Fang, Libing
;
Zhang, Sunqi
;
Du, Donglei
- In:
Applied economics
50
(
2018
)
26
,
pp. 2932-2937
Persistent link: https://www.econbiz.de/10012037504
Saved in:
9
How EPU drives long-term industry beta
Yu, Honghai
;
Fang, Libing
;
Du, Donglei
;
Yan, Panpan
- In:
Finance research letters
22
(
2017
),
pp. 249-258
Persistent link: https://www.econbiz.de/10011808171
Saved in:
10
Forecasting China's GDP growth using dynamic factors and mixed-frequency data
Jiang, Yu
;
Guo, Yong-ji
;
Zhang, Yihao
- In:
Economic modelling
66
(
2017
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011813689
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