Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models

DOI10.1002/JAE.2742WikidataQ126847046 ScholiaQ126847046MaRDI QIDQ124759FDOQ124759

Authors: Christian Conrad, Onno Kleen 

Publication date: January 2020

Published in: Journal of Applied Econometrics (Search for Journal in Brave)

Cited In (1)

• mfGARCH

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