Mathematics | Free Full-Text | Financial Volatility Modeling with the GARCH- MIDAS-LSTM Approach: The Effects of Economic Expectations, Geopolitical Risks and Industrial Production during COVID-19
Estimated parameters of the GARCH-MIDAS model | Download Table
When attempting to use the GARCH-MIDAS model, I encountered an error message stating 'unused argument (k = 2) - General - Posit Community
Econometric modelling of exchange rate volatility using mixed-frequency data
The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model - ScienceDirect
JRFM | Free Full-Text | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis
Frontiers | Forecasting the volatility of European Union allowance futures with time-varying higher moments and time-varying risk aversion
The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach - ScienceDirect
Potential Drivers of Bitcoin Long-Run Volatility Using GARCH-MIDAS Model | by Harry zheng | Coinmonks | Medium
User Guide of GARCH-MIDAS and DCC-MIDAS MATLAB Programs | PDF | Variance | Estimation Theory
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model - Wang - 2018 - Journal of Forecasting - Wiley Online Library
Mathematics | Free Full-Text | Financial Volatility Modeling with the GARCH- MIDAS-LSTM Approach: The Effects of Economic Expectations, Geopolitical Risks and Industrial Production during COVID-19
Capturing volatility persistence: a dynamically complete realized EGARCH- MIDAS model: Quantitative Finance: Vol 19, No 11
GARCH-MIDAS with realized volatility. This figure shows the volatility... | Download Scientific Diagram
Sarveshwar Inani's Blog: GARCH Modelling
Global Evidence of Oil Supply Shocks and Climate Risk a GARCH-MIDAS Approach | Published in Energy RESEARCH LETTERS
![PDF] Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/16997ebe34f301be0c8d02dd05f453dd893f66c1/25-Table3-1.png "PDF] Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Semantic Scholar")
PDF] Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Semantic Scholar
JRC Publications Repository - Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach
GARCH-MIDAS daily volatility estimates (2008–2015) | Download Scientific Diagram
Sustainability | Free Full-Text | Forecasting the Volatility of European Union Allowance Futures with Climate Policy Uncertainty Using the EGARCH- MIDAS Model
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks - ScienceDirect
Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model | Financial Innovation | Full Text
GitHub - JasonZhang2333/GarchMidas: R package for GARCH-MIDAS
GARCH-MIDAS model estimated weighting schemes. The figure plots the... | Download Scientific Diagram
GARCH-MIDAS - List of Frontiers' open access articles
