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Search: subject:"MIDAS regression model"
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Estimation
4
MIDAS regression model
4
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4
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3
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Andreou, Elena
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Yang, Chunpeng
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Zhang, Rengui
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Applied economics
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ECONIS (ZBW)
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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:
2
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena
-
2016
Persistent link: https://www.econbiz.de/10011548192
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3
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:
4
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
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