mfGARCH

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Mixed-Frequency GARCH Models

Onno Kleen

Last update: 17 June 2021

Copyright license: MIT license, File License

Software version identifier: 0.2.1

Cites work

• Stock Market Volatility and Macroeconomic Fundamentals
• Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models

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