Do high-frequency financial data help forcast oil prices? : the MIDAS touch at work
Year of publication: |
April-June 2015
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Authors: | Baumeister, Christiane ; Guérin, Pierre ; Kilian, Lutz |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 2, p. 238-252
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Subject: | Mixed frequency | Real time data | Oil price | Forecasts | Ölpreis | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Volatilität | Volatility | Finanzmarkt | Financial market |
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