Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA
- Citation:
- Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA, Santos, D. G., and Ziegelmann F. A. , Journal of Forecasting, Volume 33, p.284-299, (2014)
