咨询与建议

限定检索结果

文献类型

  • 37 篇 期刊文献
  • 2 篇 学位论文
  • 1 篇 会议

馆藏范围

  • 40 篇 电子文献
  • 0 种 纸本馆藏

日期分布

学科分类号

  • 30 篇 经济学
    • 24 篇 理论经济学
    • 10 篇 应用经济学
  • 17 篇 管理学
    • 12 篇 工商管理
    • 5 篇 管理科学与工程(可...
    • 1 篇 公共管理
  • 13 篇 工学
    • 3 篇 动力工程及工程热...
    • 3 篇 计算机科学与技术...
    • 2 篇 环境科学与工程(可...
    • 1 篇 仪器科学与技术
    • 1 篇 控制科学与工程
    • 1 篇 矿业工程
    • 1 篇 石油与天然气工程
  • 11 篇 理学
    • 6 篇 数学
    • 4 篇 统计学(可授理学、...
  • 5 篇 法学
    • 4 篇 社会学
    • 1 篇 政治学

主题

  • 40 篇 mixed data sampl...
  • 3 篇 economic policy ...
  • 3 篇 garch
  • 3 篇 nowcasting
  • 3 篇 forecasting
  • 2 篇 unemployment rat...
  • 2 篇 deep learning
  • 2 篇 mixed frequency ...
  • 2 篇 bitcoin
  • 2 篇 long-term volati...
  • 2 篇 systemic risk
  • 2 篇 stock market
  • 2 篇 economic growth
  • 2 篇 volatility
  • 2 篇 g32
  • 2 篇 cointegration
  • 1 篇 brics
  • 1 篇 macroeconomic po...
  • 1 篇 causality
  • 1 篇 risk-return trad...

机构

  • 4 篇 hefei univ techn...
  • 4 篇 minist educ key ...
  • 2 篇 tech univ dresde...
  • 2 篇 univ piraeus pir...
  • 2 篇 ctr econometr & ...
  • 2 篇 univ sharjah sha...
  • 1 篇 univ westminster...
  • 1 篇 norges bank oslo
  • 1 篇 bank spain madri...
  • 1 篇 cyberagent inc s...
  • 1 篇 lund univ dept e...
  • 1 篇 london south ban...
  • 1 篇 department of so...
  • 1 篇 univ utrecht utr...
  • 1 篇 univ porto inesc...
  • 1 篇 zhongnan univ ec...
  • 1 篇 nanjing univ sch...
  • 1 篇 ipag business sc...
  • 1 篇 queens univ belf...
  • 1 篇 university of th...

作者

  • 4 篇 xu qifa
  • 4 篇 jiang cuixia
  • 3 篇 walther thomas
  • 2 篇 wang zezhou
  • 2 篇 kanas angelos
  • 2 篇 liu yezheng
  • 2 篇 ghysels eric
  • 2 篇 valadkhani abbas
  • 1 篇 miller j. isaac
  • 1 篇 zervopoulos pana...
  • 1 篇 li xin
  • 1 篇 nan jiangxia
  • 1 篇 alves renan sant...
  • 1 篇 wu xinyu
  • 1 篇 abolade onomeabu...
  • 1 篇 thuthuka ntuli
  • 1 篇 misuraca michela...
  • 1 篇 ding qi
  • 1 篇 he qizhi
  • 1 篇 xiao xinping

语言

  • 39 篇 英文
  • 1 篇 其他
检索条件"主题词=Mixed Data sampling"
40 条 记 录,以下是21-30 订阅
排序:
Economic policy uncertainty and stock market volatility in China: Evidence from SV-MIDAS-t model
收藏 引用
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 2024年 92卷
作者: Wang, Nianling Yin, Jiyuan Li, Yong Capital Univ Econ & Business Sch Finance Beijing Peoples R China Renmin Univ China Sch Econ Beijing Peoples R China
This study combines the stochastic volatility (SV) model with a mixed data sampling (MIDAS) structure under tdistribution to investigate the effect of economic policy uncertainty (EPU) on Chinese stock market volatili... 详细信息
来源: 评论
Modeling and forecasting commodity market volatility with long-term economic and financial variables
收藏 引用
JOURNAL OF FORECASTING 2020年 第2期39卷 126-142页
作者: Duc Khuong Nguyen Walther, Thomas IPAG Business Sch IPAG Lab 184 Blvd St Germain F-75006 Paris France Indiana Univ Sch Publ & Environm Affairs 107 S Indiana Ave Bloomington IN 47405 USA Univ St Gallen Inst Operat Res & Computat Finance CH-9000 St Gallen Switzerland Tech Univ Dresden Fac Business & Econ D-01062 Dresden Germany
This paper investigates the time-varying volatility patterns of some major commodities as well as the potential factors that drive their long-term volatility component. For this purpose, we make use of a recently prop... 详细信息
来源: 评论
Diaspora investments in low & high interest rate environments
RESEARCH IN GLOBALIZATION
收藏 引用
RESEARCH IN GLOBALIZATION 2022年 5卷
作者: Adediran, Idris A. Okunade, Solomon O. Aor, Raymond L. Ctr Econometr & Appl Res Ibadan Nigeria Chrisland Univ Dept Econ Abeokuta Nigeria Benue State Univ Dept Econ Makurdi Nigeria
Diaspora investment flows measured as foreign direct investments represent one of the major outcomes of the activities of diaspora investors, entrepreneurs, and venture capitalists in the economy. This paper contribut... 详细信息
来源: 评论
Does high crude oil dependence influence Chinese military expenditure decision-making?
收藏 引用
ENERGY STRATEGY REVIEWS 2021年 35卷 100653-100653页
作者: Wang, Kai-Hua Su, Chi-Wei Qingdao Univ Sch Econ Qingdao Peoples R China
This paper employs the mixed frequency vector autoregression (MF-VAR) to discuss the causal link between crude oil dependence and military expenditure in China. The empirical results demonstrate that the crude oil dep... 详细信息
来源: 评论
Do measures of systemic risk predict US corporate bond default rates?
收藏 引用
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 2020年 71卷 101553-101553页
作者: Kanas, Angelos Molyneux, Philip Univ Piraeus Piraeus Greece Univ Sharjah Sharjah U Arab Emirates Hellen Parliament Parliamentary Budget Off Athens Greece
Using univariate and multivariate mixed data sampling (MIDAS) and LASSO estimation methodologies, we explore whether the U.S. annual average corporate bond default rate can be predicted by 12 monthly systemic risk mea... 详细信息
来源: 评论
Systemic risk-shifting in US commercial banking
收藏 引用
REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING 2020年 第2期54卷 517-539页
作者: Kanas, Angelos Zervopoulos, Panagiotis D. Univ Piraeus Piraeus Greece Univ Sharjah Sharjah U Arab Emirates Hellen Parliament Sci Comm Parliamentary Budget Off Athens Greece
This paper puts forward the proposition that U.S. commercial banks use dividends as a mechanism to shift systemic risk to debt-holders and the deposit insurer. Using a mixed data sampling modeling approach, it is show... 详细信息
来源: 评论
Nowcasting Unemployment Rates with Smartphone GPS data  1
收藏 引用
1st International Workshop on Multiple-Aspect Analysis of Semantic Trajectories (MASTER)
作者: Moriwaki, Daisuke CyberAgent Inc Shibuya Ku 1-12-1 Dogenzaka Tokyo Japan
Unemployment rate is one of the most important macroeconomic indicators. Central governments and market participants heavily rely on the index to assess the economies. However, official statistics of unemployment rate... 详细信息
来源: 评论
Economic drivers of volatility and correlation in precious metal markets
收藏 引用
JOURNAL OF COMMODITY MARKETS 2022年 28卷
作者: Dinh, Theu Goutte, Stephane Nguyen, Duc Khuong Walther, Thomas Natl Econ Univ Hanoi Vietnam Univ Paris Saclay UMI SOURCE F-78280 Guyancourt France Paris Sch Business PSB Paris France IPAG Business Sch Paris France Vietnam Natl Univ Int Sch Hanoi Vietnam Univ Utrecht Utrecht Sch Econ Utrecht Netherlands Tech Univ Dresden Fac Business & Econ Dresden Germany
We investigate the time-varying dynamics of the precious metal markets. We employ a mixed data sampling technique to identify the impact of macroeconomic and financial drivers from G7 and BRICS countries on the daily ... 详细信息
来源: 评论
Tilting the evidence: the role of firm-level earnings attributes in the relation between aggregated earnings and gross domestic product
收藏 引用
REVIEW OF ACCOUNTING STUDIES 2019年 第2期24卷 570-592页
作者: Ball, Ryan T. Gallo, Lindsey Ghysels, Eric Univ Michigan Stephen M Ross Sch Business Ann Arbor MI 48109 USA Univ North Carolina Chapel Hill Dept Econ Chapel Hill NC USA
We examine whether the contribution of firm-level accounting earnings to the informativeness of the aggregate is tilted towards earnings with specific financial reporting characteristics. Specifically, we investigate ... 详细信息
来源: 评论
A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
收藏 引用
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE 2020年 51卷 101074-101074页
作者: Jiang, Cuixia Ding, Xiaoyi Xu, Qifa Tong, Yongbo Hefei Univ Technol Sch Management Hefei 230009 Anhui Peoples R China Minist Educ Key Lab Proc Optimizat & Intelligent Decis Making Hefei Peoples R China Chainfin Informat Technol Beijing Co Ltd Beijing Peoples R China
This paper develops a novel time-varying multivariate Copula-MIDAS-GARCH (TVM-Copula-MIDAS-GARCH) model with exogenous explanatory variables to model the joint distribution of returns. The model accounts for mixed fre... 详细信息
来源: 评论