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  • Search: subject:"mixed data"
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Year of publication
Subject
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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
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Online availability
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Undetermined 78 Free 67 CC license 5
Type of publication
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Article 97 Book / Working Paper 59
Type of publication (narrower categories)
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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
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Language
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English 129 Undetermined 23 German 3 Spanish 1
Author
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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
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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 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
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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
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Source
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ECONIS (ZBW) 108 RePEc 31 EconStor 15 BASE 1 Other ZBW resources 1
Showing 51 - 60 of 156
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
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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
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
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/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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Mixed-frequency approaches to nowcasting GDP : an application to Japan
Chikamatsu, Kyosuke; Hirakata, Naohisa; Kido, Yosuke; … - In: Japan and the world economy : international journal of … 57 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012888153
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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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From traditional to professional Air Navigation Service Provider : a typology of European ANSP business models
Buyle, Sven; Dewulf, Wouter; Kupfer, Franziska; Onghena, Evy - In: Journal of air transport management 91 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012495533
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Cluster analysis for mixed data : an application to credit risk evaluation
Caruso, Giulia; Gattone, Stefano Antonio; Fortuna, Francesca - In: Socio-economic planning sciences : the international … 73 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012496459
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International portfolio allocation : the role of conditional higher moments
Trung Hai Le - In: International review of economics & finance : IREF 74 (2021), pp. 33-57
Persistent link: https://www.econbiz.de/10012792935
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