A Bayesian MIDAS approach to modeling first and second moment dynamics

Davide Pettenuzzo; Allan Timmermann; Roseen Valkanov

Year of publication:	2014
Authors:	Pettenuzzo, Davide ; Timmermann, Allan ; Valkanov, Roseen
Publisher:	Waltham, Mass. : Brandeis Univ., Dep. of Economics
Subject:	Konjunktur \| Business cycle \| Wirtschaftsprognose \| Economic forecast \| Bayes-Statistik \| Bayesian inference \| Stichprobenerhebung \| Sampling \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Theorie \| Theory \| USA \| United States \| 1962-2011

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