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
Formats available:
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(English)
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PDF
(English)

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