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Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model
International Review of Financial Analysis, 2023Dongxin Li, Li Zhang, Li-Hong Li
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Proceedings of the 1978 annual conference on - ACM '78, 1978
The language MIDAS (MID-level ASsembly) has been developed to combine the efficiency of assembly languages with the structure and readability of high-level languages. MIDAS allows use of the full register set, flag set, and input/output and interrupt facilities of a target microprocessor, yet retains a basic structure similar to those of PASCAL and ...
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The language MIDAS (MID-level ASsembly) has been developed to combine the efficiency of assembly languages with the structure and readability of high-level languages. MIDAS allows use of the full register set, flag set, and input/output and interrupt facilities of a target microprocessor, yet retains a basic structure similar to those of PASCAL and ...
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Reverse restricted MIDAS model with application to US interest rate forecasts
Communications in Statistics Part B: Simulation and Computation, 2021Qifa Xu, Cuixia Jiang
exaly
A realized EGARCH-MIDAS model with higher moments
Finance Research Letters, 2021Haibin Xie, Xinyu Wu
exaly
Tourism demand nowcasting using a LASSO-MIDAS model
International Journal of Contemporary Hospitality Management, 2021Long Wen, Han Liu, Gang Li
exaly