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

Christian Conrad, Onno Kleen

Research output: Contribution to journalArticleAcademicpeer-review

67 Citations (Scopus)
Original languageEnglish
Pages (from-to)19-45
Number of pages27
JournalJournal of Applied Econometrics
Volume35
Issue number1
DOIs
Publication statusPublished - 2020
Externally publishedYes

Bibliographical note

Not EUR

Research programs

  • ESE - E&MS

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