A reality check on the GARCH-MIDAS volatility models
Nader Virk, Farrukh Javed, Basel Awartani and Stuart Hyde
| Year of publication: |
2024
|
|---|---|
| Authors: | Virk, Nader ; Javed, Farrukh ; Awartani, Basel ; Hyde, Stuart |
| Subject: | component variance forecasts | data snooping | Forecasting | GARCH-MIDAS models | macro-variables | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Theorie | Theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Prognose | Forecast |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2023.2217220 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014547966