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Search: subject:"GARCH-MIDAS model"
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GARCH-MIDAS model
30
Volatility
22
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22
Forecasting model
13
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13
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11
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11
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ECONIS (ZBW)
26
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date (oldest first)
1
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
2
Economic policy uncertainty and emerging stock market volatility
Ghani, Maria
;
Ghani, Usman
- In:
Asia Pacific financial markets
31
(
2024
)
1
,
pp. 165-181
Persistent link: https://www.econbiz.de/10014496581
Saved in:
3
Climate risk performance and returns integration of Chinese listed energy companies
Zhang, Yunhan
;
Li, Yan
;
Zhao, Wanli
;
Ji, Qiang
- In:
Energy economics
129
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559009
Saved in:
4
Global and domestic economic policy uncertainties and tourism stock market : evidence from China
Liu, Han
;
Yang, Peng
;
Song, Haiyan
;
Wu, Chenguang
- In:
Tourism economics : the business and finance of tourism …
30
(
2024
)
3
,
pp. 567-591
Persistent link: https://www.econbiz.de/10014580862
Saved in:
5
The macroeconomic variables impact on commodity futures volatility: A study on Indian markets
Sreenu, Nenavath
;
Rao, K. S. S.
;
Kishan, D.
- In:
Cogent Business & Management
8
(
2021
)
1
,
pp. 1-17
daily price volatility is studied in the research employed by the
GARCH-MIDAS
model
. This model simplifies the series of …
Persistent link: https://www.econbiz.de/10012657358
Saved in:
6
The macroeconomic variables impact on commodity futures volatility : a study on Indian markets
Sreenu, Nenavath
;
Rao, K. S. S.
;
Kishan, D.
- In:
Cogent business & management
8
(
2021
)
1
,
pp. 1-17
daily price volatility is studied in the research employed by the
GARCH-MIDAS
model
. This model simplifies the series of …
Persistent link: https://www.econbiz.de/10012631342
Saved in:
7
Investor attention and the predictability of the volatility of CNY-CNH spreads : evidence from a
GARCH-MIDAS
model
Li, Xiaoping
;
Zhang, Zhipeng
;
Pan, Junyu
;
Duan, Jihong
- In:
Accounting and finance
63
(
2023
)
5
,
pp. 4939-4959
Persistent link: https://www.econbiz.de/10014477212
Saved in:
8
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
9
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH-MIDAS and deep learning models
Song, Yuping
;
Tang, Xiaolong
;
Wang, Hemin
;
Ma, Zhiren
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10013465760
Saved in:
10
Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period : novel evidence from the GARCH-MIDAS approach
Raza, Syed Ali
;
Masood, Amna
;
Benkraiem, Ramzi
;
Urom, …
- In:
Energy economics
120
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014283194
Saved in:
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