MIDAS Volatility Forecast Performance Under Market Stress: Evidence from Emerging and Developed Stock Markets
Year of publication: |
2009-04
|
---|---|
Authors: | Alper, C. Emre ; Fendoglu, Salih ; Saltoglu, Burak |
Institutions: | İktisat Bölümü, Boğaziçi Üniversitesi |
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