EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"MIDAS regression model"
Narrow search

Narrow search

Year of publication
Subject
All
Estimation 4 MIDAS regression model 4 Regression analysis 4 Regressionsanalyse 4 Schätzung 4 Volatility 3 Volatilität 3 Anlageverhalten 2 Behavioural finance 2 Bias 2 Capital income 2 Estimation theory 2 Forecasting model 2 Kapitaleinkommen 2 Nichtlineare Regression 2 Nonlinear regression 2 Prognoseverfahren 2 Schätztheorie 2 Systematischer Fehler 2 Börsenkurs 1 Efficiency 1 GARCH-MIDAS model 1 High-frequency volatility estimators 1 Investor sentiment 1 Market volatility 1 Mixed-frequency data 1 Panel 1 Panel study 1 Shanghai 1 Share price 1 Theorie 1 Theory 1 bias 1 efficiency 1 high-frequency volatility estimators 1 individual effect 1 investor sentiment 1 panel data model 1
more ... less ...
Online availability
All
Undetermined 2 Free 1
Type of publication
All
Article 3 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
English 4
Author
All
Andreou, Elena 2 Cui, Yu 1 Liu, Yujian 1 Xie, Dejun 1 Yang, Chunpeng 1 Zhang, Rengui 1
Published in...
All
Applied economics 1 China finance review international 1 Journal of econometrics 1 Working paper / Department of Economics, University of Cyprus 1
Source
All
ECONIS (ZBW) 4
Showing 1 - 4 of 4
Cover Image
How does investor sentiment impact stock volatility? : new evidence from Shanghai A-shares market
Xie, Dejun; Cui, Yu; Liu, Yujian - In: China finance review international 13 (2023) 1, pp. 102-120
Persistent link: https://www.econbiz.de/10014312228
Saved in:
Cover Image
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena - 2016
Persistent link: https://www.econbiz.de/10011548192
Saved in:
Cover Image
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena - In: Journal of econometrics 193 (2016) 2, pp. 367-389
Persistent link: https://www.econbiz.de/10011704955
Saved in:
Cover Image
Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...