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| |  Online-Ressource |
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| Verfasst von: | Conrad, Christian [VerfasserIn]  |
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| | Kleen, Onno [VerfasserIn] |
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| Titel: | Two are better than one |
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| Titelzusatz: | volatility forecasting using multiplicative component GARCH‐MIDAS models |
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| Verf.angabe: | Christian Conrad, Onno Kleen |
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| Jahr: | 2020 |
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| Jahr des Originals: | 2019 |
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| Umfang: | 27 S. |
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| Teil: | volume:35 |
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| | year:2020 |
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| | number:1 |
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| | pages:19-45 |
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| | extent:27 |
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| Fussnoten: | First published: 02 November 2019 ; Gesehen am 18.01.2021 |
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| Titel Quelle: | Enthalten in: Journal of applied econometrics |
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| Ort Quelle: | Chichester [u.a.] : Wiley, 1986 |
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| Jahr Quelle: | 2020 |
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| Band/Heft Quelle: | 35(2020), 1, Seite 19-45 |
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| ISSN Quelle: | 1099-1255 |
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| Abstract: | We examine the properties and forecast performance of multiplicative volatility specifications that belong to the class of generalized autoregressive conditional heteroskedasticity-mixed‐data sampling (GARCH‐MIDAS) models suggested in Engle, Ghysels, and Sohn (Review of Economics and Statistics, 2013, 95, 776–797). |
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| DOI: | doi:10.1002/jae.2742 |
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| URL: | Volltext ; Verlag: https://doi.org/10.1002/jae.2742 |
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| | Volltext: https://onlinelibrary.wiley.com/doi/10.1002/jae.2742 |
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| | DOI: https://doi.org/10.1002/jae.2742 |
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| Datenträger: | Online-Ressource |
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| Sprache: | eng |
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| K10plus-PPN: | 1744880581 |
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| Verknüpfungen: | → Zeitschrift |
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| Lokale URL UB: |  Zum Volltext |
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Two are better than one / Conrad, Christian [VerfasserIn]; 2020 (Online-Ressource)
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