Pages that link to "Item:Q726588"
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The following pages link to A MIDAS approach to modeling first and second moment dynamics (Q726588):
Displaying 7 items.
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model (Q1728672) (← links)
- Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
- Nowcasting with large Bayesian vector autoregressions (Q2106382) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Fat tails in leading indicators (Q2208677) (← links)
- (Q5041335) (← links)
