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Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA

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  • Douglas G. Santos
  • Flavio A. Ziegelmann

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  • Douglas G. Santos & Flavio A. Ziegelmann, 2014. "Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(4), pages 284-299, July.
    • Handle: RePEc:wly:jforec:v:33:y:2014:i:4:p:284-299
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