@article {4952,
	title = {Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA},
	journal = {Journal of Forecasting},
	volume = {33},
	year = {2014},
	pages = {284-299},
	author = {D. G. Santos and F. A. Ziegelmann}
}
