A MIDAS Approach to Modeling First and Second Moment Dynamics

By Davide Pettenuzzo, Allan G. Timmermann, Rossen Valkanov. 2016

48 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/9dcd8eda8d2a8d22699689e267ec1f69130d4fc6