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Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analysis
Candila, Vincenzo
;
Cepni, Oguzhan
;
Gallo, Giampiero M.
; …
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2024
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Prima edizione
Persistent link: https://www.econbiz.de/10015099066
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Dynamic tail risk forecasting : what do realized skewness and kurtosis add?
Gallo, Giampiero M.
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Okhrin, Ostap
;
Storti, Giuseppe
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2024
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Prima edizione
Persistent link: https://www.econbiz.de/10015099208
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