Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach
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- Ralf Becker & Adam Clements & Robert O'Neill, 2010. "A Cholesky-MIDAS model for predicting stock portfolio volatility," NCER Working Paper Series 60, National Centre for Econometric Research.
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Keywords
economic conditions - United States; Federal Open Market Committee; Federal Reserve System; Business forecasting;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2007-03-31 (Forecasting)
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