Showing 1 - 10 of 279
Persistent link: https://www.econbiz.de/10003900411
Persistent link: https://www.econbiz.de/10003856832
We estimate MIDAS regressions with various (bi)power variations to predict future volatility measured via increments in …
Persistent link: https://www.econbiz.de/10003900365
Persistent link: https://www.econbiz.de/10003856807
Persistent link: https://www.econbiz.de/10009615677
Persistent link: https://www.econbiz.de/10011662736
Persistent link: https://www.econbiz.de/10011662765
Persistent link: https://www.econbiz.de/10003899210
Persistent link: https://www.econbiz.de/10003900410
Persistent link: https://www.econbiz.de/10003839335