EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"mixed data"
Narrow search

Narrow search

Year of publication
Subject
All
Forecasting model 54 Prognoseverfahren 54 Mixed data sampling 35 Theorie 35 Theory 34 Sampling 30 Stichprobenerhebung 30 Volatility 28 Volatilität 27 Schätzung 24 Estimation 23 ARCH model 20 ARCH-Modell 20 Regression analysis 19 Regressionsanalyse 19 Estimation theory 18 Schätztheorie 18 Time series analysis 18 Zeitreihenanalyse 18 Aktienmarkt 13 Mixed Data Sampling 13 Stock market 13 USA 12 mixed data sampling 12 VAR model 11 VAR-Modell 11 Wirtschaftsprognose 11 Börsenkurs 10 Economic forecast 10 Forecasting 10 Mixed Data Sampling (MIDAS) 10 National income 10 Nationaleinkommen 10 United States 10 Share price 9 Welt 9 World 9 Capital income 8 Frühindikator 8 Kapitaleinkommen 8
more ... less ...
Online availability
All
Undetermined 78 Free 67 CC license 5
Type of publication
All
Article 97 Book / Working Paper 59
Type of publication (narrower categories)
All
Article in journal 80 Aufsatz in Zeitschrift 80 Working Paper 35 Graue Literatur 26 Non-commercial literature 26 Arbeitspapier 23 Article 3 Aufsatz im Buch 1 Book section 1 Konferenzschrift 1 Thesis 1 research-article 1
more ... less ...
Language
All
English 129 Undetermined 23 German 3 Spanish 1
Author
All
Foroni, Claudia 9 Ghysels, Eric 9 Schumacher, Christian 8 Walther, Thomas 8 Klein, Tony 7 Marcellino, Massimiliano 6 Ravazzolo, Francesco 6 Bouri, Elie 5 Miller, J. Isaac 5 Motegi, Kaiji 5 Hill, Jonathan B. 4 Jiang, Cuixia 4 Neuwirth, Stefan 4 Valadkhani, Abbas 4 Xu, Qifa 4 Aastveit, Knut Are 3 Audrino, Francesco 3 Golosnoy, Vasyl 3 Gribisch, Bastian 3 Gupta, Rangan 3 Javed, Farrukh 3 Liesenfeld, Roman 3 Nguyen, Duc Khuong 3 Wu, Xinyu 3 Yang, Lixiong 3 Andreani, Mila 2 Aouadni, Sourour 2 Asgharian, Hossein 2 Asimakopoulos, Panagiotis 2 Asimakopoulos, Stylianos 2 Bach, Philipp 2 Candila, Vincenzo 2 Casarin, Roberto 2 Charfeddine, Lanouar 2 Chen, Qiang 2 Chikamatsu, Kyosuke 2 Chorfi, Zoubida 2 Clements, Michael P. 2 Deschamps, Bruno 2 Drechsel, Dirk 2
more ... less ...
Institution
All
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 Econometric Society 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Knut Wicksells centrum för finansvetenskap, Ekonomihögskolan 1 Norges Bank 1 School of Economics and Finance, Queen Mary 1 School of Economics and Political Science, Universität St. Gallen 1 UNIVERSIDAD EAFIT 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
more ... less ...
Published in...
All
International review of economics & finance : IREF 5 Computational Statistics & Data Analysis 4 International journal of forecasting 4 Journal of forecasting 4 Energy economics 3 Journal of econometrics 3 Journal of risk 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 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 Classification 2 Journal of financial and quantitative analysis : JFQA 2 KOF working papers 2 Logistics 2 Socio-economic planning sciences : the international journal of public sector decision-making 2 The North American journal of economics and finance : a journal of financial economics studies 2 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 2 Tourism management : research, policies, practice 2 Working Paper 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
more ... less ...
Source
All
ECONIS (ZBW) 108 RePEc 31 EconStor 15 BASE 1 Other ZBW resources 1
Showing 141 - 150 of 156
Cover Image
Testing for granger causality with mixed frequency data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - 2013
Persistent link: https://www.econbiz.de/10010193401
Saved in:
Cover Image
The importance of the macroeconomic variables in forecasting stock return variance : a GARCH-MIDAS approach
Asgharian, Hossein; Hou, Ai Jun; Javed, Farrukh - In: Journal of forecasting 32 (2013) 7, pp. 600-612
Persistent link: https://www.econbiz.de/10010202170
Saved in:
Cover Image
U-MIDAS: MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - C.E.P.R. Discussion Papers - 2012
Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by …
Persistent link: https://www.econbiz.de/10011084496
Saved in:
Cover Image
A General Multivariate Latent Growth Model With Applications to Student Achievement
Bianconcini, Silvia; Cagnone, Silvia - In: Journal of Educational and Behavioral Statistics 37 (2012) 2, pp. 339-364
The evaluation of the formative process in the University system has been assuming an ever increasing importance in the European countries. Within this context, the analysis of student performance and capabilities plays a fundamental role. In this work, the authors propose a multivariate latent...
Persistent link: https://www.econbiz.de/10010775991
Saved in:
Cover Image
Functional linear regression after spline transformation
Wang, Guochang; Lin, Nan; Zhang, Baoxue - In: Computational Statistics & Data Analysis 56 (2012) 3, pp. 587-601
called mixed data canonical correlation analysis (MDCCA). MDCCA is analogous to the canonical correlation analysis between …
Persistent link: https://www.econbiz.de/10010871344
Saved in:
Cover Image
MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets
Emre Alper, C.; Fendoglu, Salih; Saltoglu, Burak - In: Economics Letters 117 (2012) 2, pp. 528-532
This paper evaluates weekly out-of-sample volatility forecast performance of univariate Mixed Data Sampling (MIDAS …
Persistent link: https://www.econbiz.de/10010580509
Saved in:
Cover Image
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of Econometrics 167 (2012) 1, pp. 211-223
Maximum Likelihood. We also propose extensions of the CAW model obtained by including a Mixed Data Sampling (MIDAS) component …
Persistent link: https://www.econbiz.de/10010574098
Saved in:
Cover Image
Effectiveness of career counseling : a one-year follow-up
Perdrix, Sophie; Stauffer, Sarah; Masdonati, Jonas; … - In: Journal of vocational behavior 80 (2012) 2, pp. 565-578
Persistent link: https://www.econbiz.de/10009524219
Saved in:
Cover Image
Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data)
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2012
Persistent link: https://www.econbiz.de/10009524285
Saved in:
Cover Image
There is a Risk-Return Tradeoff After All
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen - Centre Interuniversitaire de Recherche en Analyse des … - 2003
Mixed Data Sampling (or MIDAS) approach. Using MIDAS, we find that there is a significantly positive relation between risk …
Persistent link: https://www.econbiz.de/10005100616
Saved in:
  • First
  • Prev
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • 16
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...