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There are 9375 results for: content related to: The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach

  1. Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA

    Journal of Forecasting

    Volume 33, Issue 4, July 2014, Pages: 284–299, Douglas G. Santos and Flavio A. Ziegelmann

    Version of Record online : 14 MAR 2014, DOI: 10.1002/for.2287

  2. Forecasting Mixed-Frequency Time Series with ECM-MIDAS Models

    Journal of Forecasting

    Volume 33, Issue 3, April 2014, Pages: 198–213, Thomas B. Götz, Alain Hecq and Jean-Pierre Urbain

    Version of Record online : 3 MAR 2014, DOI: 10.1002/for.2286

  3. Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 4, August 2010, Pages: 518–550, Massimiliano Marcellino and Christian Schumacher

    Version of Record online : 16 JUN 2010, DOI: 10.1111/j.1468-0084.2010.00591.x

  4. Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials

    Journal of the Royal Statistical Society: Series A (Statistics in Society)

    Volume 178, Issue 1, January 2015, Pages: 57–82, Claudia Foroni, Massimiliano Marcellino and Christian Schumacher

    Version of Record online : 9 DEC 2013, DOI: 10.1111/rssa.12043

  5. HIT-6 and MIDAS as Measures of Headache Disability in a Headache Referral Population

    Headache: The Journal of Head and Face Pain

    Volume 50, Issue 3, March 2010, Pages: 383–395, Khara M. Sauro, Marianne S. Rose, Werner J. Becker, Suzanne N. Christie, Rose Giammarco, Gordon F. Mackie, Arnoldas G. Eloff and Marek J. Gawel

    Version of Record online : 8 OCT 2009, DOI: 10.1111/j.1526-4610.2009.01544.x

  6. Density Forecasts With Midas Models

    Journal of Applied Econometrics

    Knut Are Aastveit, Claudia Foroni and Francesco Ravazzolo

    Version of Record online : 13 SEP 2016, DOI: 10.1002/jae.2545

  7. Forecasting the Daily Time-Varying Beta of European Banks During the Crisis Period: Comparison Between GARCH Models and the Kalman Filter

    Journal of Forecasting

    Yuanyuan Zhang and Taufiq Choudhry

    Version of Record online : 14 SEP 2016, DOI: 10.1002/for.2442

  8. Forecasting US output growth using leading indicators: an appraisal using MIDAS models

    Journal of Applied Econometrics

    Volume 24, Issue 7, November/December 2009, Pages: 1187–1206, Michael P. Clements and Ana Beatriz Galvão

    Version of Record online : 16 APR 2009, DOI: 10.1002/jae.1075

  9. Reliability and Validity of the Japanese Migraine Disability Assessment (MIDAS) Questionnaire

    Headache: The Journal of Head and Face Pain

    Volume 43, Issue 4, April 2003, Pages: 343–352, Miho Iigaya, Fumihiko Sakai, Kenneth B. Kolodner, Richard B. Lipton and Walter F. Stewart

    Version of Record online : 27 MAR 2003, DOI: 10.1046/j.1526-4610.2003.03069.x

  10. Anticipating Long-Term Stock Market Volatility

    Journal of Applied Econometrics

    Volume 30, Issue 7, November/December 2015, Pages: 1090–1114, Christian Conrad and Karin Loch

    Version of Record online : 11 AUG 2014, DOI: 10.1002/jae.2404

  11. You have full text access to this OnlineOpen article
    MIDAS robust trend estimator for accurate GPS station velocities without step detection

    Journal of Geophysical Research: Solid Earth

    Volume 121, Issue 3, March 2016, Pages: 2054–2068, Geoffrey Blewitt, Corné Kreemer, William C. Hammond and Julien Gazeaux

    Version of Record online : 4 MAR 2016, DOI: 10.1002/2015JB012552

  12. Forecasting GDP over the Business Cycle in a Multi-Frequency and Data-Rich Environment

    Oxford Bulletin of Economics and Statistics

    Volume 77, Issue 3, June 2015, Pages: 360–384, Marie Bessec and Othman Bouabdallah

    Version of Record online : 2 JUL 2014, DOI: 10.1111/obes.12069

  13. CRATER LAKE HABITAT PREDICTS MORPHOLOGICAL DIVERSITY IN ADAPTIVE RADIATIONS OF CICHLID FISHES

    Evolution

    Volume 68, Issue 7, July 2014, Pages: 2145–2155, Hans Recknagel, Kathryn R. Elmer and Axel Meyer

    Version of Record online : 5 MAY 2014, DOI: 10.1111/evo.12412

  14. Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach

    Journal of Forecasting

    Volume 34, Issue 7, November 2015, Pages: 588–603, JÖrg Breitung and Christoph Roling

    Version of Record online : 4 AUG 2015, DOI: 10.1002/for.2361

  15. Migraine Disability Assessment (MIDAS) Score: Relation to Headache Frequency, Pain Intensity, and Headache Symptoms

    Headache: The Journal of Head and Face Pain

    Volume 43, Issue 3, March 2003, Pages: 258–265, Walter F. Stewart, Richard B. Lipton and Ken Kolodner

    Version of Record online : 26 FEB 2003, DOI: 10.1046/j.1526-4610.2003.03050.x

  16. Validity and Reliability of the Turkish Migraine Disability Assessment (MIDAS) Questionnaire

    Headache: The Journal of Head and Face Pain

    Volume 44, Issue 8, September 2004, Pages: 786–793, Mustafa Ertaş, Aksel Siva, Turgay Dalkara, Nevzat Uzuner, Babür Dora, Levent İnan, Fethi İdiman, Yakup Sarica, Deniz Selçuki, Hadiye Şirin, Atilla Oğuzhanoğlu, Ceyla İrkeç, Mehmet Özmenoğlu, Taner Özbenli, Musa Öztürk, Sabahattin Saip, Münife Neyal, Mehmet Zarifoğlu and Turkish MIDAS group

    Version of Record online : 27 AUG 2004, DOI: 10.1111/j.1526-4610.2004.04146.x

  17. On the Benefits of Equicorrelation for Portfolio Allocation

    Journal of Forecasting

    Volume 34, Issue 6, September 2015, Pages: 507–522, Adam Clements, Ayesha Scott and Annastiina Silvennoinen

    Version of Record online : 9 JUN 2015, DOI: 10.1002/for.2357

  18. Clinical Utility of an Instrument Assessing Migraine Disability: The Migraine Disability Assessment (MIDAS) Questionnaire

    Headache: The Journal of Head and Face Pain

    Volume 41, Issue 9, October 2001, Pages: 854–861, R.B. Lipton, W.F. Stewart, J. Sawyer and J.G. Edmeads

    Version of Record online : 7 JUL 2008, DOI: 10.1111/j.1526-4610.2001.01156.x

  19. Taxonomic review of the New World tamarins (Primates: Callitrichidae)

    Zoological Journal of the Linnean Society

    Volume 177, Issue 4, August 2016, Pages: 1003–1028, Anthony B. Rylands, Eckhard W. Heymann, Jessica Lynch Alfaro, Janet C. Buckner, Christian Roos, Christian Matauschek, Jean P. Boubli, Ricardo Sampaio and Russell A. Mittermeier

    Version of Record online : 16 FEB 2016, DOI: 10.1111/zoj.12386

  20. You have free access to this content
    The Headache Management Trial: A Randomized Study of Coordinated Care

    Headache: The Journal of Head and Face Pain

    Volume 48, Issue 9, October 2008, Pages: 1294–1310, David B. Matchar, Linda Harpole, Gregory P. Samsa, Annette Jurgelski, Richard B. Lipton, Stephen D. Silberstein, William Young, Shashidhar Kori and Andrew Blumenfeld

    Version of Record online : 10 JUN 2008, DOI: 10.1111/j.1526-4610.2007.01148.x