Conrad, C., & Kleen, O. (2020). Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models. Journal of applied econometrics, 35(1), . https://doi.org/10.1002/jae.2742
Chicago Style (17th ed.) CitationConrad, Christian, and Onno Kleen. "Two Are Better than One: Volatility Forecasting Using Multiplicative Component GARCH‐MIDAS Models." Journal of Applied Econometrics 35, no. 1 (2020). https://doi.org/10.1002/jae.2742.
MLA (9th ed.) CitationConrad, Christian, and Onno Kleen. "Two Are Better than One: Volatility Forecasting Using Multiplicative Component GARCH‐MIDAS Models." Journal of Applied Econometrics, vol. 35, no. 1, 2020, https://doi.org/10.1002/jae.2742.
Warning: These citations may not always be 100% accurate.