Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models (Q124759)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models |
scientific article |
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35
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1
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19-45
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January 2020
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Christian Conrad
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