MIDAS Regressions: Further Results and New Directions

Authors: Eric Ghysels ^a; Arthur Sinko ^b; Rossen Valkanov ^c

Affiliations:	^a Department of Finance, Kenan-Flagler School of Business and Department of Economics, University of North Carolina, North Carolina, USA
	^b Department of Economics, University of North Carolina, North Carolina, USA
	^c Rady School of Management, UCSD, California, USA

DOI: 10.1080/07474930600972467

Publication Frequency: 6 issues per year

Published in: journal

Econometric Reviews, Volume 26, Issue 1 January 2007 , pages 53 - 90

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

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