Frontiers | Forecasting the volatility of European Union allowance futures with time-varying higher moments and time-varying risk aversion
arch模型的思路_GARCH-MIDAS模型代码及实现案例-CSDN博客
Forecasting stock price volatility: New evidence from the GARCH-MIDAS model - ScienceDirect
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks - ScienceDirect
Volatility forecasts comparison: GARCH-MIDAS-RV v.s. GARCH-MIDAS-X.... | Download Scientific Diagram
GARCH-MIDAS model estimated weighting schemes. The figure plots the... | Download Scientific Diagram
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model - Wang - 2018 - Journal of Forecasting - Wiley Online Library
![PDF] Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/16997ebe34f301be0c8d02dd05f453dd893f66c1/25-Table3-1.png "PDF] Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Semantic Scholar")
PDF] Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Semantic Scholar
Estimated parameters of the GARCH-MIDAS model | Download Table
Global Evidence of Oil Supply Shocks and Climate Risk a GARCH-MIDAS Approach | Published in Energy RESEARCH LETTERS
Global and domestic economic policy uncertainties and tourism stock market: Evidence from China - Han Liu, Peng Yang, Haiyan Song, Doris Chenguang Wu, 2023
User Guide of GARCH-MIDAS and DCC-MIDAS MATLAB Programs | PDF | Variance | Estimation Theory
Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model | Financial Innovation | Full Text
Sustainability | Free Full-Text | Forecasting the Volatility of European Union Allowance Futures with Climate Policy Uncertainty Using the EGARCH- MIDAS Model
The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model - ScienceDirect
Mathematics | Free Full-Text | Financial Volatility Modeling with the GARCH- MIDAS-LSTM Approach: The Effects of Economic Expectations, Geopolitical Risks and Industrial Production during COVID-19
Mathematics | Free Full-Text | Financial Volatility Modeling with the GARCH- MIDAS-LSTM Approach: The Effects of Economic Expectations, Geopolitical Risks and Industrial Production during COVID-19
JRFM | Free Full-Text | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis
Erasmus University Thesis Repository: A Regime-Switching GARCH-MIDAS Approach to Modelling Stock Market Volatility
Choosing Between Weekly and Monthly Volatility Drivers Within a Double Asymmetric GARCH-MIDAS Model | SpringerLink
Macroeconomic Determinants of the Coffee Price Volatility in Ethiopia. Application of the Garch-Midas Model - GRIN
The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach - ScienceDirect
GitHub - JasonZhang2333/GarchMidas: R package for GARCH-MIDAS
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model - Wang - 2018 - Journal of Forecasting - Wiley Online Library
Potential Drivers of Bitcoin Long-Run Volatility Using GARCH-MIDAS Model | by Harry zheng | Coinmonks | Medium
GARCH-MIDAS with realized volatility. This figure shows the volatility... | Download Scientific Diagram
GARCH (1,1) vs GARCH-MIDAS | Download Scientific Diagram
