Forecasting with Mixed-Frequency Data
作者： Elena Andreou , Eric Ghysels , Andros Kourtellos
DOI: 10.1093/OXFORDHB/9780195398649.013.0009
关键词: Data mining 、 Nowcasting 、 Mixed-data sampling 、 Mathematics 、 Statistics 、 Mixed frequency 、 Kalman filter
摘要: … -frequency variables in a relatively simple, parsimonious way, is organized as follows. Section 2 covers mixed data … The final section discusses volatility models using mixed frequencies. …
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