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  • Search: subject:"Mixed data sampling"
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Year of publication
Subject
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Forecasting model 48 Prognoseverfahren 48 Mixed data sampling 35 Theorie 32 Theory 31 Sampling 30 Stichprobenerhebung 30 Schätzung 23 Volatility 23 Estimation 22 Volatilität 22 Regression analysis 18 Regressionsanalyse 18 ARCH model 17 ARCH-Modell 17 Time series analysis 17 Zeitreihenanalyse 17 Estimation theory 16 Schätztheorie 16 Aktienmarkt 13 Mixed Data Sampling 13 Stock market 13 mixed data sampling 12 USA 11 VAR model 11 VAR-Modell 11 Börsenkurs 10 Economic forecast 10 Mixed Data Sampling (MIDAS) 10 National income 10 Nationaleinkommen 10 United States 10 Wirtschaftsprognose 10 Share price 9 Capital income 8 Frühindikator 8 Kapitaleinkommen 8 Mixed-data sampling 8 Nowcasting 8 China 7
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Online availability
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Undetermined 61 Free 57 CC license 4
Type of publication
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Article 76 Book / Working Paper 49
Type of publication (narrower categories)
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Article in journal 68 Aufsatz in Zeitschrift 68 Working Paper 30 Graue Literatur 23 Non-commercial literature 23 Arbeitspapier 21 Article 2 Aufsatz im Buch 1 Book section 1 Konferenzschrift 1
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Language
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English 108 Undetermined 13 German 3 Spanish 1
Author
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Foroni, Claudia 9 Ghysels, Eric 9 Schumacher, Christian 8 Walther, Thomas 8 Klein, Tony 7 Ravazzolo, Francesco 6 Marcellino, Massimiliano 5 Miller, J. Isaac 5 Motegi, Kaiji 5 Hill, Jonathan B. 4 Jiang, Cuixia 4 Valadkhani, Abbas 4 Xu, Qifa 4 Aastveit, Knut Are 3 Audrino, Francesco 3 Bouri, Elie 3 Golosnoy, Vasyl 3 Gribisch, Bastian 3 Javed, Farrukh 3 Liesenfeld, Roman 3 Nguyen, Duc Khuong 3 Wu, Xinyu 3 Yang, Lixiong 3 Andreani, Mila 2 Asgharian, Hossein 2 Asimakopoulos, Panagiotis 2 Asimakopoulos, Stylianos 2 Candila, Vincenzo 2 Casarin, Roberto 2 Charfeddine, Lanouar 2 Chen, Qiang 2 Chikamatsu, Kyosuke 2 Deschamps, Bruno 2 Dudda, Tom L. 2 Fendoglu, Salih 2 Ferrara, Laurent 2 Fezzi, Carlo 2 Fladung, Michael 2 Fortin, Ines 2 Galdi, Giulio 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 Discussion Paper Series 1 2 Discussion Paper Series 1: Economic Studies 2 Discussion paper / Centre for Economic Policy Research 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 Bundesbank Discussion Paper 1 CAMA working paper series 1 CIRANO Working Papers 1 CORE discussion papers : DP 1 Computational Statistics & Data Analysis 1 Czech Economic Review 1 DEM working papers 1 Department of Economics working paper series 1 Digital finance : smart data analytics, investment innovation, and financial technology 1 Discussion Papers / Deutsche Bundesbank 1 Discussion paper 1 Econometric reviews 1 Economics Letters 1
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Source
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ECONIS (ZBW) 93 RePEc 21 EconStor 11
Showing 71 - 80 of 125
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Incorporating daily market uncertainty data into a conventional short-run dynamic model : the case of the black-market exchange rate in Iran
Valadkhani, Abbas; Nguyen, Jeremy; Hajargasht, Reza - In: Applied economics 51 (2019) 45, pp. 4982-4991
Persistent link: https://www.econbiz.de/10012197129
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The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis
Chen, Qiang; Gong, Yuting - In: International review of economics & finance : IREF 64 (2019), pp. 102-121
Persistent link: https://www.econbiz.de/10012322288
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Exogenous drivers of Bitcoin and Cryptocurrency volatility : a mixed data sampling approach to forecasting
Walther, Thomas; Klein, Tony; Bouri, Elie - In: Journal of international financial markets, … 63 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012263290
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Tilting the evidence : the role of firm-level earnings attributes in the relation between aggregated earnings and gross domestic product
Ball, Ryan T.; Gallo, Lindsey; Ghysels, Eric - In: Review of accounting studies 24 (2019) 2, pp. 570-592
Persistent link: https://www.econbiz.de/10012099014
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Predicting U.S. bank failures with MIDAS logit models
Audrino, Francesco; Kostrov, Alexander; Ortega, Juan-Pablo - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 6, pp. 2575-2603
Persistent link: https://www.econbiz.de/10012165925
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High‐dimensional macroeconomic forecasting and variable selection via penalized regression : editor's choice
Uematsu, Yoshimasa; Tanaka, Shinya - In: The econometrics journal 22 (2019) 1, pp. 34-56
Persistent link: https://www.econbiz.de/10012166649
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MIDAS and bridge equations
Schumacher, Christian - 2014
This paper compares two single-equation approaches from the recent nowcast literature: Mixed-data sampling (MIDAS …
Persistent link: https://www.econbiz.de/10010435205
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Density Forecasts with Midas Models
Aastveit, Knut Are; Foroni, Claudia; Ravazzolo, Francesco - 2014
mixed-data sampling (MIDAS) regressions. We consider both classical and unrestricted MIDAS regressions with and without an …
Persistent link: https://www.econbiz.de/10012143848
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MIDAS and bridge equations
Schumacher, Christian - Deutsche Bundesbank - 2014
This paper compares two single-equation approaches from the recent nowcast literature: Mixed-data sampling (MIDAS …
Persistent link: https://www.econbiz.de/10011093850
Saved in:
Cover Image
Density forecasts with MIDAS models
Aastveit, Knut Are; Foroni, Claudia; Ravazzolo, Francesco - Centre for Applied Macro- and Petroleum economics … - 2014
mixed-data sampling (MIDAS) regressions. We consider both classical and unrestricted MIDAS regressions with and without an …
Persistent link: https://www.econbiz.de/10010937989
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