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2016, ISBN 9780924171833, xviii, 188 pages
Gordion is frequently remembered as the location of an intricate knot ultimately cut by Alexander, but in antiquity it served as the center of the Phrygian... 
Gordion (Extinct city) | University of Pennsylvania. Museum of Archaeology and Anthropology | Turkey Antiquities | Excavations (Archaeology) | Material culture | Midas (Legendary character) | Phrygians | History | Archaeology | Exhibitions | Turkey
Book
Journal Article
Journal of Business & Economic Statistics, ISSN 0735-0015, 04/2013, Volume 31, Issue 2, pp. 240 - 251
We introduce easy-to-implement, regression-based methods for predicting quarterly real economic activity that use daily financial data and rely on forecast... 
MIDAS regressions | Daily financial factors | Financial markets and the macroeconomy | NUMBER | STATISTICS & PROBABILITY | GDP | COINCIDENT | INFLATION | INDICATORS | SOCIAL SCIENCES, MATHEMATICAL METHODS | DYNAMIC-FACTOR MODEL | OUTPUT GROWTH | ECONOMICS | INDEXES | Economic forecasting | Methods | Macroeconomics
Journal Article
Energy Economics, ISSN 0140-9883, 10/2017, Volume 68, pp. 141 - 150
This paper aims to identify the most informative determinant in forecasting crude oil market volatility. We use a new GARCH-class model based on mixed data... 
Volatility forecasting | Crude oil market | Dynamic model averaging method | GARCH-MIDAS | POLICY UNCERTAINTY | MIDAS | US STOCK | MODEL | COMBINATION | RETURN | IMPACT | STOCK-MARKET | REALIZED VOLATILITY | ECONOMICS | PRICE SHOCKS | Economic policy | Forecasts and trends
Journal Article
Knowledge-Based Systems, ISSN 0950-7051, 02/2019, Volume 166, pp. 170 - 185
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 02/2018, Volume 492, pp. 923 - 930
This paper investigates the influence of hot money on the return and volatility of the Chinese stock market using a nonlinear Granger causality test and a new... 
Real estate market | GARCH–MIDAS | Chinese stock market | Long-term volatility | Nonlinear granger causality test | Hot money | HELP | RETURN | PRICES | PHYSICS, MULTIDISCIPLINARY | UNCERTAINTY | VARIANCE | GARCH-MIDAS | Stocks | Stock markets | Real property
Journal Article
International Journal of Forecasting, ISSN 0169-2070, 2011, Volume 27, Issue 2, pp. 529 - 542
This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model specification in the presence of mixed-frequency data,... 
Mixed-frequency data | MIDAS | Mixed-frequency VAR | Nowcasting | COINCIDENT INDEX | SERIES | MANAGEMENT | GROWTH | ECONOMICS | Nowcasting Mixed-frequency data Mixed-frequency VAR MIDAS
Journal Article
Applied Energy, ISSN 0306-2619, 04/2018, Volume 216, pp. 132 - 141
•A real-time forecast procedure is established to predict the weekly carbon price.•Combination-MIDAS models provide better performance than traditional... 
Carbon price | MIDAS regression | Forecast combination | MARKET | FUNDAMENTALS | ENERGY & FUELS | CHINA | PREDICTION MODEL | EMISSION ALLOWANCES | ENGINEERING, CHEMICAL | REGRESSION APPROACH | MIDAS APPROACH | EMPIRICAL MODE DECOMPOSITION | DYNAMICS | VOLATILITY
Journal Article
Cephalalgia, ISSN 0333-1024, 7/2018, Volume 38, Issue 8, pp. 1442 - 1454
Introduction Galcanezumab is a humanized monoclonal antibody binding calcitonin gene-related peptide, used for migraine prevention. Methods A global,... 
LY2951742 | Episodic migraine | MIDAS | galcanezumab | MSQ | headache | humanized monoclonal antibody | CGRP | TRIGEMINOVASCULAR SYSTEM | PLACEBO | GENE-RELATED PEPTIDE | HUMANS | PREVALENCE | RELEASE | NEUROSCIENCES | CLINICAL NEUROLOGY | PATHOPHYSIOLOGY | EXTRACEREBRAL CIRCULATION
Journal Article
The World Economy, ISSN 0378-5920, 03/2019, Volume 42, Issue 3, pp. 846 - 875
Journal Article
Cephalalgia, ISSN 0333-1024, 10/2019, Volume 39, Issue 11, pp. 1343 - 1357
Objectives To address the need for long-term lasmiditan data, the GLADIATOR study evaluated the safety (primary) and efficacy (secondary) of lasmiditan for the... 
5-HT1F agonist | serotonin | Episodic migraine | MIDAS | Original | ditan
Journal Article
Energy, ISSN 0360-5442, 05/2018, Volume 151, pp. 420 - 429
Journal Article
Engineering Structures, ISSN 0141-0296, 05/2018, Volume 163, pp. 267 - 280
•Shrinkage cannot be applied as uniform in cracked beams in Midas FEA.•Bonded and unbonded beams have similar long-term behaviour under repeated... 
Sustained | Tension stiffening | Repeated | Bonds | Midas FEA | Long-term deflection | FEA | MEMBERS | DEFLECTIONS | PULLOUT SPECIMENS | TENSION | ENGINEERING, CIVIL | STEEL | Midas | BARS
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 09/2018, Volume 505, pp. 490 - 499
This paper investigates the role of news implied volatility (NVIX), a measure of uncertainty, in long-term stock market volatility in developed markets. The... 
Stock market volatility | News-based implied volatility | GARCH–MIDAS | Uncertainty | PREDICTIVE ACCURACY | MODELS | PHYSICS, MULTIDISCIPLINARY | DISASTER | MACROECONOMIC VARIABLES | REALIZED VOLATILITY | ECONOMIC-POLICY UNCERTAINTY | FORECAST | GARCH-MIDAS | Stocks | Stock markets | Business schools
Journal Article