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A reality check on the GARCH-MIDAS volatility models
Virk, Nader; Javed, Farrukh; Awartani, Basel - 2021
Persistent link: https://www.econbiz.de/10012604771
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A reality check on the GARCH-MIDAS volatility models
Virk, Nader; Javed, Farrukh; Awartani, Basel; Hyde, Stuart - In: The European journal of finance 30 (2024) 6, pp. 575-596
Persistent link: https://www.econbiz.de/10014547966
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Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh; Kiss, Tamás; Österholm, Pär - In: Applied economics 54 (2022) 58, pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
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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
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Using machine learning to select variables in data envelopment analysis : simulations and application using electricity distribution data
Duras, Toni; Javed, Farrukh; Månsson, Kristofer; … - In: Energy economics 120 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014284003
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Bank distress prediction : empirical evidence from the Gulf Cooperation Council countries
Maghyereh, Aktham I.; Awartani, Basel - In: Research in international business and finance 30 (2014), pp. 126-147
Persistent link: https://www.econbiz.de/10010390276
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The effects of investor emotions sentiments on crude oil returns : a time and frequency dynamics analysis
Maghyereh, Aktham I.; Awartani, Basel; Abdoh, Hussein - In: International economics : a journal published by CEPII … 162 (2020), pp. 110-124
Persistent link: https://www.econbiz.de/10012795683