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Forecasting performance of mixed data sampling (MIDAS) regressions, autoregressive distributed lag (ADL) model and hybrid of GARCH-MIDAS model: a comparative study

This paper considers the Comparison of forecasting performance between Mixed Data sampling (MIDAS) Regressions model, Autoregressive distributed lag (ARDL) Model and hybrid of GARCH-MIDAS. The data employed for this study was secondary type in nature for all the variables and it is obtained from the...

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書誌詳細
主要な著者:	Bawa, M. U., Shabri, Anil, Dikko, H. G., Garba, J., Sadiku, S.
フォーマット:	論文
言語:	English
出版事項:	JMPES 2021
主題:	QA Mathematics
オンライン･アクセス:	http://eprints.utm.my/id/eprint/97762/1/AnilShabri2021_ForecastingPerformance0fMixedDataSampling.pdf http://eprints.utm.my/id/eprint/97762/ https://www.mathematicaljournal.com/archives/2021.v2.i1.A.19
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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