Comparison of the predictive performance of Local Linear Forests to the GARCH-MIDAS approach, using financial volatility and macroeconomic variables

Additional Metadata
Keywords	Local linear forest; GARCH; GARCH-MIDAS; Realized volatility; Stock market; QLIKE losses; predicting
Thesis Advisor	Naghi, A.A.
Persistent URL	hdl.handle.net/2105/59938
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Slooten, L.M. van. (2021, November 4). Comparison of the predictive performance of Local Linear Forests to the GARCH-MIDAS approach, using financial volatility and macroeconomic variables. Econometrie. Retrieved from http://hdl.handle.net/2105/59938

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