Search Results - subject:"data sampling"

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

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

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

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

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

Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach

Asgharian, Hossein; Hou, Ai Jun; Javed, Farrukh - Knut Wicksells centrum för finansvetenskap, … - 2013

This paper applies the GARCH-MIDAS (Mixed Data Sampling) model to examine whether information contained in …

Persistent link: https://www.econbiz.de/10010818798

Organic Data Network: Harmonising Organic Market Data Collection in Europe

Feldmann, Corinna; Hamm, Ulrich - Gesellschaft für Wirtschafts- und Sozialwissenschaften … - 2013

This contribution emerged as part of the collaborative project “Data network for better European organic market information” carried out in the 7th Framework Programme of the EU. Data from a survey among organic market data collectors form the basis for the analysis of the current situation...

Persistent link: https://www.econbiz.de/10011069509

Forecasting U.S. real GDP using oil prices : a time-varying parameter MIDAS model

Pan, Zhiyuan; Wang, Qing; Wang, Yudong; Li, Yang - In: Energy economics 72 (2018), pp. 177-187

Persistent link: https://www.econbiz.de/10011972301

Sluggish private investment in Japan's Lost Decade : mixed frequency vector autoregression approach

Motegi, Kaiji; Sadahiro, Akira - In: The North American journal of economics and finance : a … 43 (2018), pp. 118-128

Persistent link: https://www.econbiz.de/10012036270

A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets

Gong, Yuting; Chen, Qiang; Liang, Jufang - In: Economic modelling 68 (2018), pp. 586-598

Persistent link: https://www.econbiz.de/10011936141