Volatility forecasting with an extended GARCH-MIDAS approach
Xiongying Li, Cheng Ye, Miraj Ahmed Bhuiyan, Shuiren Huang
| Year of publication: |
2024
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|---|---|
| Authors: | Li, Xiongying ; Ye, Cheng ; Bhuiyan, Miraj Ahmed ; Huang, Shuiren |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 1, p. 24-39
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| Subject: | GARCH-MIDAS | MCS inspection | uncertainty index | volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | ARCH-Modell | ARCH model | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014443182