Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Year of publication: |
2013
|
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Authors: | Baumeister, Christiane ; Guérin, Pierre ; Kilian, Lutz |
Publisher: |
Frankfurt, Main : Center for Financial Studies |
Subject: | Mixed frequency | Real-time data | Oil price | Forecasts | MIDAS | Ölpreis | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | USA | United States | 1992-2012 |
Extent: | Online-Ressource (34 S.) |
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Series: | CFS working paper series. - Frankfurt, M. : [Verlag nicht ermittelbar], ZDB-ID 2196856-1. - Vol. 2013/22 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/87836 [Handle] |
Classification: | C53 - Forecasting and Other Model Applications ; G14 - Information and Market Efficiency; Event Studies ; Q43 - Energy and the Macroeconomy |
Source: | ECONIS - Online Catalogue of the ZBW |
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