Search Results - subject:"data sampling"

Nowcasting in Tunisia using large datasets and mixed frequency models

Ben Romdhane, Hager - 2021

are larger than errors from mixed data sampling approaches including autoregressive terms due mainly to the failure of the …

Persistent link: https://www.econbiz.de/10012606380

Does high crude oil dependence influence Chinese military expenditure decision-making?

Wang, Kai-Hua; Su, Chi-Wei - In: Energy strategy reviews 35 (2021), pp. 1-10

This paper employs the mixed frequency vector autoregression (MF-VAR) to discuss the causal link between crude oil dependence and military expenditure in China. The empirical results demonstrate that the crude oil dependence Granger causes military expenditure and accounts for 66.8% of the...

Persistent link: https://www.econbiz.de/10012703320

Nowcasting in Tunisia using large datasets and mixed frequency models

Ben Romdhane, Hager - 2021

are larger than errors from mixed data sampling approaches including autoregressive terms due mainly to the failure of the …

Persistent link: https://www.econbiz.de/10012590322

Dynamic relationship between stock and bond returns: a GAS MIDAS copula approach

Nguyen, Hoang; Javed, Farrukh - 2021

generalized autoregressive score mixed frequency data sampling (GAS MIDAS) copula models to analyze the dynamic dependence between …

Persistent link: https://www.econbiz.de/10012668024

Multivariate analysis of energy commodities during the COVID-19 pandemic : evidence from a mixed-frequency approach

Andreani, Mila; Candila, Vincenzo; Morelli, Giacomo; … - In: Risks : open access journal 9 (2021) 8, pp. 1-20

deaths related to COVID-19 in the United States. The mixed-frequency approach takes advantage of the MIxing-Data Sampling …

Persistent link: https://www.econbiz.de/10012612379

Errors classification method for electric motor torque measurement

Kulyk, Mykola; Kvasnikov, Volodymyr; Kvashuk, Dmytro; … - In: Technology audit and production reserves 4 (2021) 1/60, pp. 42-48

Persistent link: https://www.econbiz.de/10013166494

Deep learning on mixed frequency data

Xu, Qifa; Wang, Zezhou; Jiang, Cuixia; Liu, Yezheng - In: Journal of forecasting 42 (2023) 8, pp. 2099-2120

Persistent link: https://www.econbiz.de/10014432851

Global economic uncertainty and the Chinese stock market : assessing the impacts of global indicators

Zhang, Lixia; Bai, Jiancheng; Zhang, Yueyan; Cui, Can - In: Research in international business and finance 65 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014433687

Forecasting VIX with time-varying risk aversion

Wu, Xinyu; He, Qizhi; Xie, Haibin - In: International review of economics & finance : IREF 88 (2023), pp. 458-475

Persistent link: https://www.econbiz.de/10014475366

Economic policy uncertainty, jump dynamics, and oil price volatility

Liu, Feng; Shao, Shuai; Li, Xin; Pan, Na; Qi, Yu - In: Energy economics 120 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014284019