Global economic policy uncertainty and gold futures market volatility : Evidence from Markov regime‐switching GARCH‐MIDAS models
| Year of publication: |
2021
|
|---|---|
| Authors: | Ma, Feng ; Lu, Xinjie ; Wang, Lu ; Chevallier, Julien |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 40.2021, 6 (28.01.), p. 1070-1085
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2753 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012406778