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

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

From MaRDI portal
Publication:124759

DOI10.1002/JAE.2742WikidataQ126847046 ScholiaQ126847046MaRDI QIDQ124759

Christian Conrad, Onno Kleen

Publication date: January 2020

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





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