Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks

Mawuli Segnon (University of Münster), Rangan Gupta (University of Pretoria)

Year of publication:	[2022]
Authors:	Segnon, Mawuli ; Gupta, Rangan
Publisher:	Pretoria, South Africa : Department of Economics, University of Pretoria
Subject:	Geopolitical risks \| Volatility forecasts \| Markov-switching GARCH-MIDAS \| Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| Geopolitik \| Geopolitics \| Markov-Kette \| Markov chain \| Börsenkurs \| Share price \| Aktienmarkt \| Stock market \| Risiko \| Risk \| ARCH-Modell \| ARCH model \| Welt \| World

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