![Two are better than one: Volatility forecasting using multiplicative component GARCH-MIDAS models](https://tinbergen.nl/media/cache/publication_detail/media/publication/image/36f6eddc164132aeb50d93bed4a16b1c_0883-7252-26.jpg)
Conrad, C. and Kleen, O. (2020). Two are better than one: Volatility forecasting using multiplicative component GARCH-MIDAS models Journal of Applied Econometrics, 35(1):19--45.
Onno's primary research field is time series econometrics with financial and macroeconomic applications in mind. He is interested in point and probabilistic forecasting, forecast evaluation, modeling mixed-frequency data, and asset price volatility.
Conrad, C. and Kleen, O. (2020). Two are better than one: Volatility forecasting using multiplicative component GARCH-MIDAS models Journal of Applied Econometrics, 35(1):19--45.