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On the use of high frequency measures of volatility in MIDAS regressions

Elena Andreou
Year of publication:
2016
Authors: Andreou, Elena
Publisher: Nicosia : Department of Economics, University of Cyprus
Subject: MIDAS regression model | high-frequency volatility estimators | bias | efficiency | Volatilität | Volatility | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Systematischer Fehler | Bias
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