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 APA Style APA-ALL Style AAA 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). Comparison of the predictive performance of Local Linear Forests to the GARCH-MIDAS approach, using financial volatility and macroeconomic variables. In Econometrie.http://hdl.handle.net/2105/59938

Publication