Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA
| Year of publication: |
2014
|
|---|---|
| Authors: | Santos, Douglas G. ; Ziegelmann, Flavio A. |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 33.2014, 4, p. 284-299
|
| Publisher: |
John Wiley & Sons, Ltd. |