The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach
| Year of publication: |
2013
|
|---|---|
| Authors: | Asgharian, Hossein ; Hou, Ai Jun ; Javed, Farrukh |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 7, p. 600-612
|
| Publisher: |
John Wiley & Sons, Ltd. |