//--> //--> //-->
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
Retain my current filters
~isPartOf:"Journal of empirical finance"
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
Search: subject:"GARCH-MIDAS"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Börsenkurs
2
Share price
2
Stock market
2
Volatility
2
Volatilität
2
Adaptive-Lasso
1
Business cycle
1
Correlation
1
DCC-MIDAS
1
Economic growth
1
Estimation
1
Forecasting model
1
GARCH-MIDAS
1
GARCH-MIDAS model
1
Konjunktur
1
Korrelation
1
Long-term correlation
1
Long-term volatility
1
Oil price
1
Oil-stock relationship
1
Penalized maximum likelihood
1
Prognoseverfahren
1
Schätzung
1
Stock market volatility
1
Theorie
1
Theory
1
Time series analysis
1
USA
1
United States
1
Variable selection
1
Welt
1
Wirtschaftswachstum
1
World
1
Zeitreihenanalyse
1
Ölpreis
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Conrad, Christian
1
Fang, Tong
1
Lee, Tae-hwy
1
Rittler, Daniel
1
Stürmer, Karin
1
Su, Zhi
1
Published in...
All
Journal of empirical finance
Finance research letters
20
Energy economics
11
Department of Economics working paper series
9
International review of economics & finance : IREF
8
International review of financial analysis
7
Applied economics
4
Economic modelling
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
4
Discussion Paper Series
3
Discussion paper series / University of Heidelberg, Department of Economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
Econometrics : open access journal
2
Economics letters
2
Global finance journal
2
International journal of forecasting
2
Journal of applied economics
2
Working Papers / Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
2
Accounting and finance
1
Asia Pacific financial markets
1
Bulletin of economic research
1
CREATES Research Papers
1
China finance review international
1
Cogent Business & Management
1
Cogent business & management
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics Discussion Papers
1
Economics: The Open-Access, Open-Assessment E-Journal
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy Reports
1
Energy reports
1
Financial innovation : FIN
1
Global business review
1
Han gug gae bal yeon gu
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting the long-term stock market volatility : a
GARCH-MIDAS
model with variable selection
Fang, Tong
;
Lee, Tae-hwy
;
Su, Zhi
- In:
Journal of empirical finance
58
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012430452
Saved in:
2
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->