MIDAS Volatility Forecast Performance Under Market Stress: Evidence from Emerging and Developed Stock Markets

C. Emre Alper, Salih Fendoglu () and Burak Saltoğlu

No 2009/04, Working Papers from Bogazici University, Department of Economics

Date: 2009-04
New Economics Papers: this item is included in nep-ets and nep-for
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