The aim of this study is to investigate the herding beta transmission between return and volatility. We have used dynamic conditional correlation model with mixed-data sampling (DCC-MIDAS) for analysis. evidence demonstrates that a key transmitter in Taiwan’s stock market. significant estimation DCC-MIDAS explains phenomenon highly time-varying behavior. By means based on our rolling forecastin...

Although the Covid-19 crisis has shown how high-frequency data can help track economy in real time, we investigate whether it improve nowcasting accuracy of world GDP growth. To this end, build a large dataset 718 monthly and 255 weekly series. Our approach builds on Factor-Augmented MIxed DAta Sampling (FA-MIDAS), which extend with preselection variables. We find that markedly enhances perform...

Abstract We apply a multivariate mixed-data sampling (MIDAS) conditional quantile regression technique to understand the dairy commodity exposure of European firms. Leveraging theoretically sound hedonic pricing framework, we show that our approach is able identify both market and operational risk. Profit margins for butter milk price are particularly important performance. Additional tests pro...

The identification of thousands of variants across the genomes and their accurate genotyping are crucial for estimating the genetic parameters needed to address a host of molecular ecological and evolutionary questions. With rapid advances of massively parallel high-throughput sequencing technologies, several methods have recently been developed to access genomewide data on population variation...

During its 36. Annual Meeting from June 9.-10., 2017, in Greifswald (Germany), the German Society for Clinical Microcirculation and Hemorheology hosted the 5th MIDAS Microcirculation Meeting (3M). MIDAS stands for Microcirculation Diagnostics and Applied Studies research group, founded 2012 in Halifax (Canada). This international group consists of basic scientists and clinical researchers with ...