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~person:"Asgharian, Hossein"
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Mixed data sampling
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long-term variance component
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macroeconomic variables
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principal component
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variance prediction
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Asgharian, Hossein
Foroni, Claudia
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Ghysels, Eric
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Schumacher, Christian
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Walther, Thomas
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Klein, Tony
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Marcellino, Massimiliano
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Ravazzolo, Francesco
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Bouri, Elie
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Miller, J. Isaac
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Motegi, Kaiji
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Hill, Jonathan B.
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Jiang, Cuixia
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Neuwirth, Stefan
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Xu, Qifa
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Aastveit, Knut Are
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Audrino, Francesco
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Golosnoy, Vasyl
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Gribisch, Bastian
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Gupta, Rangan
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Javed, Farrukh
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Liesenfeld, Roman
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Nguyen, Duc Khuong
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Valadkhani, Abbas
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Wu, Xinyu
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Andreani, Mila
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Asimakopoulos, Panagiotis
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Bach, Philipp
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Knut Wicksells centrum för finansvetenskap, Ekonomihögskolan
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Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach
Asgharian, Hossein
;
Hou, Ai Jun
;
Javed, Farrukh
-
Knut Wicksells centrum för finansvetenskap, …
-
2013
This paper applies the GARCH-MIDAS (
Mixed
Data
Sampling) model to examine whether information contained in …
Persistent link: https://www.econbiz.de/10010818798
Saved in:
2
The importance of the macroeconomic variables in forecasting stock return variance : a GARCH-MIDAS approach
Asgharian, Hossein
;
Hou, Ai Jun
;
Javed, Farrukh
- In:
Journal of forecasting
32
(
2013
)
7
,
pp. 600-612
Persistent link: https://www.econbiz.de/10010202170
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