Do high-frequency financial data help forcast oil prices? : the MIDAS touch at work
Christiane Baumeister, Pierre Guérin,Lutz Kilian
| 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 | Volatilität | Volatility | Schätzung | Estimation | Prognose | Forecast | Welt | World | Ölmarkt | Oil market | Finanzmarkt | Financial market |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2014.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474035