Skip to search form
Skip to main content
Skip to account menu
Semantic Scholar
Semantic Scholar's Logo
Search 233,780,731 papers from all fields of science
Search
Sign In
Create Free Account
Mixed-data sampling
Known as:
Mixed
, Mixed data sampling
Mixed-data sampling (MIDAS) is an econometric regression or filtering method developed by Ghysels et al. There is now a substantial literature on…
Expand
Wikipedia
(opens in a new tab)
Create Alert
Alert
Related topics
Related topics
2 relations
Distributed lag
Kalman filter
Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2017
2017
The Impact of Money Supply on Nigeria Economy: A Comparison of Mixed Data Sampling (MIDAS) and ARDL Approach
Adeniji Sesan Oluseyi
,
T. Olasehinde
,
G. O. Eweke
2017
Corpus ID: 158984220
The study investigates the long and short run relationships between broad money supply and real aggregate output (GDP) in Nigeria…
Expand
2016
2016
Forecasting banks’ stock realized volatilities with mixed-frequency data
N. Kirana
2016
Corpus ID: 55039496
This research compares the Mixed Data Sampling (MIDAS) approach, where the regressand is measured on a lower frequency than the…
Expand
2016
2016
Lasso variable selection in predictive mixed-frequency model
Clément Marsilli
2016
Corpus ID: 76654355
In short-term forecasting, it is essential to take into account all available information on the current state of the economic…
Expand
2016
2016
Using the MIDAS Model to Investigate the Relationship between Expected Return and Risk in Asian Equity Markets
Ming-Chieh Wang
,
Chih-yuan Chang
2016
Corpus ID: 73655138
We used the MIDAS (mixed data sampling) model to investigate the risk and expected return trade-off in major Asian equity markets…
Expand
2012
2012
Realized volatility: evidence from Brazil
Marcos Vinicio Wink Junior
,
P. Pereira
2012
Corpus ID: 150412990
Using intraday data for the most actively traded stocks on the Sao Paulo Stock Market (BOVESPA) index, this study considers two…
Expand
2012
2012
BANCO CENTRAL DE RESERVA DEL PERÚ Predicting quarterly aggregates with monthly indicators
Diego Winkelried
2012
Corpus ID: 54838922
Many important macroeconomic variables measuring the state of the economy are sampled quarterly and with publication lags…
Expand
2005
2005
Assesing the Economic Signi cance of the Intra-daily
Z. Lazarov
2005
Corpus ID: 54952420
It is a well established empirical fact that volatility follows approximately an inverted U-shaped pattern during the day. It is…
Expand
By clicking accept or continuing to use the site, you agree to the terms outlined in our
Privacy Policy
(opens in a new tab)
,
Terms of Service
(opens in a new tab)
, and
Dataset License
(opens in a new tab)
ACCEPT & CONTINUE