Results 201 to 210 of about 73,403 (234)

Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model

Energy Economics, 2022
Chao Liang
exaly  

Midas

1985
Philippe Crane, Klaus Banse, Preben Grosbøl, Charlie Ounnas, Daniel Ponz   +4 more
openaire   +2 more sources

Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model

Energy Economics, 2022
Afees A Salisu
exaly  

Tourism demand nowcasting using a LASSO-MIDAS model

International Journal of Contemporary Hospitality Management, 2021
Han Liu, Liu Ying, Gang Li
exaly  

Predicting default of listed companies in mainland China via U-MIDAS Logit model with group lasso penalty

Finance Research Letters, 2021
Cuixia Jiang, Qifa Xu
exaly  

Cointegrating MiDaS Regressions and a MiDaS Test [PDF]

, 2011
This paper introduces cointegrating mixed data sampling (CoMiDaS) regressions, generalizing nonlinear MiDaS regressions in the extant literature. Under a linear mixed-frequency data-generating process, MiDaS regressions provide a parsimoniously parameterized nonlinear alternative when the linear forecasting model is over-parameterized and may be ...
openaire  

Sammelrezension: MIDAS

1993
Lutz Heusinger: Marburger Informations-, Dokumentations- und Administrations-System (MIDAS). HandbuchPaul Bauther, Lutz Heusinger: Marburger Informations-, Dokumentations- und Administrations-System (MIDAS).
openaire   +1 more source

Predicting the volatility of China's new energy stock market: Deep insight from the realized EGARCH-MIDAS model

Finance Research Letters, 2022
Lu Wang, Chao Liang, Song Jiu
exaly  

MIDAS Regressions: Further Results and New Directions

Econometric Reviews, 2007
Eric Ghysels, Rossen Valkanov
exaly  

Midas

2018
openaire   +2 more sources