//--> //--> //-->
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
~subject:"Forecasting"
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
Forecasting
Volatility
109
Volatilität
108
GARCH-MIDAS
96
ARCH-Modell
74
ARCH model
72
Forecasting model
60
Prognoseverfahren
60
Börsenkurs
45
Share price
44
Aktienmarkt
37
Stock market
37
Welt
37
World
37
Risiko
35
Risk
35
GARCH-MIDAS model
30
Ölpreis
28
Oil price
27
Schätzung
24
Estimation
23
China
20
Capital income
19
Kapitaleinkommen
19
Wirkungsanalyse
19
Economic policy
18
Impact assessment
18
Wirtschaftspolitik
18
USA
16
Commodity derivative
15
Rohstoffderivat
15
United States
14
Volatility forecasting
14
Theorie
13
Theory
13
Economic policy uncertainty
10
Forecast
10
Prognose
10
Stock market volatility
10
Coronavirus
8
more ...
less ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
6
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
8
Author
All
Amendola, Alessandra
2
Candila, Vincenzo
2
Gupta, Rangan
2
Ogbonna, Ahamuefula Ephraim
2
Salisu, Afees A.
2
Awartani, Basel
1
Cepni, Oguzhan
1
Chatzivgeri, Eleni
1
Deschamps, Bruno
1
Fei, Tianlun
1
Fu, Zhangyan
1
Gallo, Giampiero M.
1
Hyde, Stuart
1
Javed, Farrukh
1
Ji, Qiang
1
Jiang, Ying
1
Jiang, Yong
1
Johan, Sofia Atiqah
1
Lawal, Rodiat
1
Lin, Ling
1
Liu, Xiaoquan
1
Paterson, Audrey
1
Sakariyahu, Rilwan
1
Scognamillo, Antonio
1
Virk, Nader Shahzad
1
Zeng, Ximei
1
Zhou, Zhongbao
1
more ...
less ...
Published in...
All
Department of Economics working paper series
2
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Journal of international financial markets, institutions & money
1
Review of quantitative finance and accounting
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
2
Energy market uncertainties and US state-level stock market volatility : a
GARCH-MIDAS
approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
A reality check on the
GARCH-MIDAS
volatility models
Virk, Nader Shahzad
;
Javed, Farrukh
;
Awartani, Basel
; …
- In:
The European journal of finance
30
(
2024
)
6
,
pp. 575-596
Persistent link: https://www.econbiz.de/10014547966
Saved in:
4
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
Saved in:
5
Procyclical volatility in Chinese stock markets
Deschamps, Bruno
;
Fei, Tianlun
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1117-1144
Persistent link: https://www.econbiz.de/10013191850
Saved in:
6
Can economic policy uncertainty predict exchange rate volatility? : new evidence from the
GARCH-MIDAS
model
Zhou, Zhongbao
;
Fu, Zhangyan
;
Jiang, Yong
;
Zeng, Ximei
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436939
Saved in:
7
On the asymmetric impact of macro-variables on volatility
Amendola, Alessandra
;
Candila, Vincenzo
;
Gallo, Giampiero M.
- In:
Economic modelling
76
(
2019
),
pp. 135-152
Persistent link: https://www.econbiz.de/10012198276
Saved in:
8
On the influence of US monetary policy on crude oil price volatility
Amendola, Alessandra
;
Candila, Vincenzo
;
Scognamillo, …
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
1
,
pp. 155-178
Persistent link: https://www.econbiz.de/10011631589
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->