@misc{BaumeisterGuerinKilian2013, author = {Christiane Baumeister and Pierre Gu{\´e}rin and Lutz Kilian}, title = {Do high-frequency financial data help forecast oil prices? The MIDAS touch at work : [version november 20, 2013]}, booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2013,22}, number = {version november 20, 2013}, institution = {Center for Financial Studies (CFS)}, series = {CFS working paper series}, number = {2013, 22}, type = {workingpaper}, year = {2013}, }