MIDAS Regressions: Further Results and New Directions (Q130725)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MIDAS Regressions: Further Results and New Directions |
scientific article |
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26
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1
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53-90
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5 February 2007
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18 April 2007
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MIDAS Regressions: Further Results and New Directions (English)
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microstructure noise
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nonlinear MIDAS
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risk
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tick-by-tick applications
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volatility
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polynomial specificatoins
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autoregression
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