//-->
Real-time forecasting with a MIDAS VAR
Mikosch, Heiner, (2015)
AIECE General Report: AIECE Spring General Meeting, Madrid, 26-27 April 2012
Frick, Andres, (2012)
Taming volatile high frequency data with long lag structure: An optimal filtering approach for forecasting
Drechsel, Dirk, (2016)