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Search: subject:"GARCH-MIDAS"
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Volatility
109
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108
GARCH-MIDAS
96
ARCH-Modell
74
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72
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60
Prognoseverfahren
60
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45
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44
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37
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37
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37
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35
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35
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30
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28
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27
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24
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23
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20
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14
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13
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13
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10
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10
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10
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10
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8
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116
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138
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Conrad, Christian
17
Gupta, Rangan
16
Salisu, Afees A.
16
Ma, Feng
8
Yin, Libo
8
Wang, Lu
7
Bouri, Elie
6
Loch, Karin
6
Ogbonna, Ahamuefula Ephraim
6
Liang, Chao
5
Rittler, Daniel
5
Awartani, Basel
4
Candila, Vincenzo
4
Fang, Libing
4
Fang, Tong
4
Javed, Farrukh
4
Ji, Qiang
4
Su, Zhi
4
Zhang, Li
4
Zhou, Yimin
4
Amendola, Alessandra
3
Benkraiem, Ramzi
3
Ghani, Maria
3
Kleen, Onno
3
Li, Xiafei
3
Liu, Jing
3
Lu, Xinjie
3
Raza, Syed Ali
3
Schienle, Melanie
3
Stürmer, Karin
3
Virk, Nader Shahzad
3
Wei, Yu
3
Yu, Honghai
3
Asgharian, Hossein
2
Cai, Huan
2
Cepni, Oguzhan
2
Chen, Zhonglu
2
Christiansen, Charlotte
2
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2
Deng, Chengtao
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Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
2
Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
1
Institute for Prospective Technological Studies (IPTS), Joint Research Centre
1
School of Economics and Management, University of Aarhus
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Finance research letters
16
Department of Economics working paper series
9
Energy economics
9
International review of economics & finance : IREF
7
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
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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
Economics letters
2
Global finance journal
2
International journal of forecasting
2
Journal of applied economics
2
Journal of empirical finance
2
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2
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1
Asia Pacific financial markets
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Bulletin of economic research
1
CREATES Research Papers
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China finance review international
1
Cogent Business & Management
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Cogent business & management
1
Econometrics : open access journal
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1
Economics Discussion Papers
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Economics: The Open-Access, Open-Assessment E-Journal
1
Emerging markets, finance and trade : EMFT
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
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Energy reports
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Financial innovation : FIN
1
Global business review
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Han gug gae bal yeon gu
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ECONIS (ZBW)
127
EconStor
12
RePEc
6
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145
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61
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
62
What determines the long-term volatility of the offshore RMB exchange rate?
Yang, Yahui
;
Peng, Zhe
;
Ryou, Jai-won
- In:
Applied economics
55
(
2023
)
21
,
pp. 2367-2388
Persistent link: https://www.econbiz.de/10014294937
Saved in:
63
A note on financial vulnerability and volatility in emerging stock markets : evidence from
GARCH-MIDAS
models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
64
Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? : evidence from China
Lu, Hengzhen
;
Gao, Qiujin
;
Li, Matthew C.
- In:
Applied economics
55
(
2023
)
54
,
pp. 6427-6443
Persistent link: https://www.econbiz.de/10014381870
Saved in:
65
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:
66
The effects of external uncertainties against monetary policy uncertainty on IRANIAN stock return volatility using
GARCH-MIDAS
approach
Razmi, Seyedeh Fatemeh
;
Bajgiran, Bahareh Ramezanian
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
4
,
pp. 278-281
Persistent link: https://www.econbiz.de/10012500847
Saved in:
67
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
68
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
69
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
70
The impact of macro economy on the oil price volatility from the perspective of mixing frequency
Gong, Xu
;
Wang, Mingchao
;
Shao, Liuguo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4487-4514
Persistent link: https://www.econbiz.de/10013461342
Saved in:
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