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
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:"MIDAS model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
39
Volatilität
39
GARCH-MIDAS model
34
Forecasting model
28
Prognoseverfahren
28
Börsenkurs
21
Share price
21
Aktienmarkt
20
Risiko
20
Risk
20
Stock market
20
ARCH model
18
ARCH-Modell
18
MIDAS model
16
DCC-MIDAS model
15
Estimation
15
Schätzung
15
Impact assessment
14
Welt
14
Wirkungsanalyse
14
World
14
Economic policy
12
Wirtschaftspolitik
12
Commodity derivative
9
Economic policy uncertainty
9
Oil price
9
Rohstoffderivat
9
Ölpreis
9
Theorie
8
Theory
8
USA
8
United States
8
Capital income
7
China
7
Correlation
7
Kapitaleinkommen
7
Korrelation
7
Stock-bond correlation
6
Bond market
5
Coronavirus
5
more ...
less ...
Online availability
All
Undetermined
50
Free
19
Type of publication
All
Article
53
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Working Paper
11
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Article
2
Conference paper
1
Konferenzbeitrag
1
research-article
1
more ...
less ...
Language
All
English
65
Undetermined
4
Author
All
Yin, Libo
7
Asgharian, Hossein
6
Christiansen, Charlotte
6
Hou, Ai Jun
6
Ma, Feng
5
Zhou, Yimin
5
Fang, Libing
4
Gupta, Rangan
4
Lu, Xinjie
4
Yu, Honghai
4
Bouri, Elie
3
Fang, Tong
3
Foroni, Claudia
3
Heinisch, Katja
3
Holtemöller, Oliver
3
Ji, Qiang
3
Salisu, Afees A.
3
Su, Zhi
3
Claudio, João Carlos
2
Ferrara, Laurent
2
Ghani, Maria
2
Guérin, Pierre
2
Huang, Dengshi
2
Kishan, D.
2
Li, Tao
2
Marcellino, Massimiliano
2
Rao, K. S. S.
2
Raza, Syed Ali
2
Song, Haiyan
2
Sreenu, Nenavath
2
Wu, Chenguang
2
Wu, Xinyu
2
Allard, Anne-Florence
1
Altamimi, Sohale
1
Apergēs, Nikolaos
1
Bagra, Yash
1
Ben Haddad, Hedi
1
Benkraiem, Ramzi
1
Chen, Baizhu
1
Chen, Zhenlong
1
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
2
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
Nationalekonomiska Institutionen, Ekonomihögskolan
1
Published in...
All
Finance research letters
8
Economic modelling
6
Energy economics
4
International review of economics & finance : IREF
4
Working Paper
4
Applied economics
3
International review of financial analysis
3
Applied economics letters
2
Asia Pacific financial markets
2
CREATES Research Papers
2
Department of Economics working paper series
2
Journal of forecasting
2
Accounting and finance
1
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
China finance review international
1
Cogent Business & Management
1
Cogent business & management
1
Document de travail
1
EconomiX Working Papers
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
IWH Discussion Papers
1
IWH-Diskussionspapiere
1
International Journal of Housing Markets and Analysis
1
International journal of Islamic and Middle Eastern finance and management
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
1
International journal of hospitality management
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
Working Papers / Nationalekonomiska Institutionen, Ekonomihögskolan
1
more ...
less ...
Source
All
ECONIS (ZBW)
56
EconStor
8
RePEc
4
Other ZBW resources
1
Showing
1
-
10
of
69
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Financial uncertainty and gold market volatility : evidence from a GARCHMIDAS approach with variable selection
Chuang, O-Chia
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015066787
Saved in:
2
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:
3
Machine learning in predicting stock indexes : the role of online stock forum sentiment in
MIDAS
model
Wang, Lei
;
Zhao, Zhong-Chao
;
Weng, Yin-Che
- In:
Asia-Pacific journal of accounting & economics : …
31
(
2024
)
4
,
pp. 618-637
Persistent link: https://www.econbiz.de/10014560743
Saved in:
4
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-
MIDAS
model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
5
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
6
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:
7
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:
8
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:
9
Do topic and sentiment matter? : predictive power of online reviews for hotel demand forecasting
Wu, Chenguang
;
Zhong, Shiteng
;
Song, Haiyan
;
Wu, Ji
- In:
International journal of hospitality management
120
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015071104
Saved in:
10
The impact of directional global economic policy uncertainty on Indian stock market volatility : new evidence
Mishra, Aswini Kumar
;
Nakhate, Anand Theertha
;
Bagra, Yash
- In:
Asia Pacific financial markets
31
(
2024
)
3
,
pp. 432-452
Persistent link: https://www.econbiz.de/10015072264
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
