Two Are Better Than One : Volatility Forecasting Using Multiplicative Component GARCH-MIDAS Models
Year of publication: |
2019
|
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Authors: | Conrad, Christian |
Other Persons: | Kleen, Onno (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Volatilität | Volatility | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (68 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Applied Econometrics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 14, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.2752354 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; c58 ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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