Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks - ScienceDirect
Forecasting stock price volatility: New evidence from the 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
GARCH (1,1) vs GARCH-MIDAS | Download Scientific Diagram
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
GARCH-MIDAS daily volatility estimates (2008–2015) | Download Scientific Diagram
Erasmus University Thesis Repository: A Regime-Switching GARCH-MIDAS Approach to Modelling Stock Market Volatility
![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
![PDF] Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/16997ebe34f301be0c8d02dd05f453dd893f66c1/28-Figure2-1.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
JRC Publications Repository - Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach
Macroeconomic Determinants of the Coffee Price Volatility in Ethiopia. Application of the Garch-Midas Model - GRIN
arch模型的思路_GARCH-MIDAS模型代码及实现案例-CSDN博客
Capturing volatility persistence: a dynamically complete realized EGARCH- MIDAS model: Quantitative Finance: Vol 19, No 11
Climate Change and Asian Stock Markets: A GARCH-MIDAS Approach | Published in Asian Economics Letters
Frontiers | Forecasting the volatility of European Union allowance futures with time-varying higher moments and time-varying risk aversion
When attempting to use the GARCH-MIDAS model, I encountered an error message stating 'unused argument (k = 2) - General - Posit Community
Potential Drivers of Bitcoin Long-Run Volatility Using GARCH-MIDAS Model | by Harry zheng | Coinmonks | Medium
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
Econometric modelling of exchange rate volatility using mixed-frequency data
Econometric modelling of exchange rate volatility using mixed-frequency data
The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach - ScienceDirect
Sarveshwar Inani's Blog: GARCH Modelling
