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  • Search: subject:"Mixed Data Sampling"
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Year of publication
Subject
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Forecasting model 54 Prognoseverfahren 54 Mixed data sampling 38 Theorie 35 Sampling 34 Stichprobenerhebung 34 Theory 34 Schätzung 25 Estimation 24 Volatility 24 Volatilität 23 Regression analysis 20 Regressionsanalyse 20 Time series analysis 19 Zeitreihenanalyse 19 ARCH model 18 ARCH-Modell 18 Estimation theory 18 Schätztheorie 18 Mixed Data Sampling 14 Aktienmarkt 13 Stock market 13 mixed data sampling 13 Economic forecast 12 National income 12 Nationaleinkommen 12 USA 12 VAR model 12 VAR-Modell 12 Wirtschaftsprognose 12 United States 11 Börsenkurs 10 Mixed Data Sampling (MIDAS) 10 Gross domestic product 9 Mixed-data sampling 9 Nowcasting 9 Oil price 9 Share price 9 Ölpreis 9 Bruttoinlandsprodukt 8
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Online availability
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Undetermined 65 Free 63 CC license 5
Type of publication
All
Article 81 Book / Working Paper 55
Type of publication (narrower categories)
All
Article in journal 72 Aufsatz in Zeitschrift 72 Working Paper 36 Graue Literatur 28 Non-commercial literature 28 Arbeitspapier 26 Article 3 Aufsatz im Buch 1 Book section 1 Konferenzschrift 1
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Language
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English 119 Undetermined 13 German 3 Spanish 1
Author
All
Ghysels, Eric 11 Foroni, Claudia 9 Walther, Thomas 9 Klein, Tony 8 Schumacher, Christian 8 Motegi, Kaiji 6 Ravazzolo, Francesco 6 Hill, Jonathan B. 5 Marcellino, Massimiliano 5 Miller, J. Isaac 5 Jiang, Cuixia 4 Nguyen, Duc Khuong 4 Valadkhani, Abbas 4 Xu, Qifa 4 Yang, Lixiong 4 Aastveit, Knut Are 3 Audrino, Francesco 3 Bouri, Elie 3 Dudda, Tom L. 3 Golosnoy, Vasyl 3 Gribisch, Bastian 3 Javed, Farrukh 3 Liesenfeld, Roman 3 Wu, Xinyu 3 Adediran, Idris A. 2 Andreani, Mila 2 Aor, Raymond L. 2 Asgharian, Hossein 2 Asimakopoulos, Panagiotis 2 Asimakopoulos, Stylianos 2 Ball, Ryan 2 Candila, Vincenzo 2 Casarin, Roberto 2 Charfeddine, Lanouar 2 Chen, Qiang 2 Chikamatsu, Kyosuke 2 Deschamps, Bruno 2 Fendoglu, Salih 2 Ferrara, Laurent 2 Fezzi, Carlo 2
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Institution
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Deutsche Bundesbank 3 Economics Department, University of Missouri 3 C.E.P.R. Discussion Papers 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre for Applied Macro- and Petroleum economics (CAMP), BI Handelshøyskolen 1 East Asian Bureau of Economic Research (EABER) 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Knut Wicksells centrum för finansvetenskap, Ekonomihögskolan 1 Norges Bank 1 School of Economics and Political Science, Universität St. Gallen 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
International review of economics & finance : IREF 5 International journal of forecasting 4 Journal of forecasting 4 Energy economics 3 Journal of econometrics 3 QMS Research Paper 3 The energy journal 3 Working Papers / Economics Department, University of Missouri 3 Applied economics 2 Applied economics letters 2 BOFIT discussion papers 2 CEPR Discussion Papers 2 DIW Wochenbericht 2 Department of Economics working paper series 2 Discussion Paper Series 1 2 Discussion Paper Series 1: Economic Studies 2 Discussion paper / Centre for Economic Policy Research 2 Discussion paper series / Centre for Economic Policy Research / Financial economics 2 Econometric reviews 2 Economic modelling 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Finance research letters 2 International review of financial analysis 2 Journal of financial and quantitative analysis : JFQA 2 Journal of risk 2 The North American journal of economics and finance : a journal of financial economics studies 2 Working paper / Norges Bank 2 Working papers on finance 2 BOK working paper 1 Bank of Japan working paper series 1 Bulletin of monetary economics and banking 1 Bundesbank Discussion Paper 1 CAMA working paper series 1 CIRANO Working Papers 1 CORE discussion papers : DP 1 Competitiveness review : CR 1 Computational Statistics & Data Analysis 1 Czech Economic Review 1 DEM working papers 1 Digital finance : smart data analytics, investment innovation, and financial technology 1
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Source
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ECONIS (ZBW) 102 RePEc 21 EconStor 13
Showing 51 - 60 of 136
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High-frequency monitoring of growth at risk
Ferrara, Laurent; Mogliani, Matteo; Sahuc, Jean-Guillaume - In: International journal of forecasting 38 (2022) 2, pp. 582-595
Persistent link: https://www.econbiz.de/10013348664
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Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua; Wang, Jiqian; Ma, Feng; Li, Ziyang - In: Finance research letters 47 (2022) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
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Exogenous drivers of cryptocurrency volatility : a mixed data sampling approach to forecasting
Walther, Thomas; Klein, Tony - 2018
We apply the GARCH-MIDAS framework to forecast the daily, weekly, and monthly volatility of five highly capitalized Cryptocurrencies (Bitcoin, Etherium, Litecoin, Ripple, and Stellar) as well as the Cryptocurrency index CRIX. Based on the prediction quality, we determine the most important...
Persistent link: https://www.econbiz.de/10011906495
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Oil price changes and U.S. real GDP growth : is this time different?
Charfeddine, Lanouar; Klein, Tony; Walther, Thomas - 2018
growth, when taking into consideration mixed data sampling technique. Finally, it puts particular focus on nonlinearity and a … possible instability and shows that combining Markov switching and mixed data sampling models allows to identify different …
Persistent link: https://www.econbiz.de/10011906502
Saved in:
Cover Image
Nowcasting Japanese GDPs
Chikamatsu, Kyosuke; Hirakata, Naohisa; Kido, Yosuke; … - 2018
Persistent link: https://www.econbiz.de/10012181316
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Cover Image
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting
Walther, Thomas; Klein, Tony; Bouri, Elie - 2018
We apply the GARCH-MIDAS framework to forecast the daily, weekly, and monthly volatility of five highly capitalized Cryptocurrencies (Bitcoin, Etherium, Litecoin, Ripple, and Stellar) as well as the Cryptocurrency index CRIX. Based on the prediction quality, we determine the most important...
Persistent link: https://www.econbiz.de/10014284448
Saved in:
Cover Image
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?
Charfeddine, Lanouar; Klein, Tony; Walther, Thomas - 2018
growth, when taking into consideration mixed data sampling technique. Finally, it puts particular focus on nonlinearity and a … possible instability and shows that combining Markov switching and mixed data sampling models allows to identify different …
Persistent link: https://www.econbiz.de/10014284449
Saved in:
Cover Image
The impact of money supply on Nigeria economy : a comparison of Mixed Data Sampling (MIDAS) and ARDL approach
Oluseyi, Adeniji Sesan; Olasehinde, Timilehin John; … - In: EuroEconomica 36 (2017) 2, pp. 123-134
Persistent link: https://www.econbiz.de/10011798657
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Dynamic panels with MIDAS covariates : nonlinearity, estimation and fit
Khalaf, Lynda; Kichian, Maral; Saunders, Charles J.; … - In: Journal of econometrics 220 (2021) 2, pp. 589-605
Persistent link: https://www.econbiz.de/10012618569
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Precidiendo la llegada de turistas a Colombia a partir de los criterios de Google trends
Correa, Alexander - In: Lecturas de economía 95 (2021), pp. 105-134
Persistent link: https://www.econbiz.de/10013384573
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