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Type Master's Thesis
Scope Discipline-based scholarship
Title Forecasting Volatility with a GARCH-MIDAS Approach and the Spike and Slab Filtering Method: An Application for the Cotton Future Market
Organization Unit
Authors
  • Maik Pasquier
Supervisors
  • Gianluca De Nard
  • Markus Leippold
Language
  • English
Institution University of Zurich
Faculty Faculty of Business, Economics and Informatics
Date 2018
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