@mastersthesis{publication-16049, author={Pasquier, Maik}, editor={De Nard, Gianluca and Leippold, Markus}, faculty={Faculty of Business, Economics and Informatics}, institution={University of Zurich}, title={Forecasting Volatility with a GARCH-MIDAS Approach and the Spike and Slab Filtering Method: An Application for the Cotton Future Market}, year=2018, }