Erasmus University Thesis Repository: A Regime-Switching GARCH-MIDAS Approach to Modelling Stock Market Volatility
GARCH (1,1) vs GARCH-MIDAS | Download Scientific Diagram
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
GARCH-MIDAS model estimated weighting schemes. The figure plots the... | Download Scientific Diagram
GARCH-MIDAS with realized volatility. This figure shows the volatility... | Download Scientific Diagram
GARCH-MIDAS daily volatility estimates (2008–2015) | Download Scientific Diagram
The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach - ScienceDirect
Climate Change and Asian Stock Markets: A GARCH-MIDAS Approach | Published in Asian Economics Letters
Capturing volatility persistence: a dynamically complete realized EGARCH- MIDAS model: Quantitative Finance: Vol 19, No 11
Estimated parameters of the GARCH-MIDAS model | Download Table
Potential Drivers of Bitcoin Long-Run Volatility Using GARCH-MIDAS Model | by Harry zheng | Coinmonks | Medium
Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model | Financial Innovation | Full Text
Choosing Between Weekly and Monthly Volatility Drivers Within a Double Asymmetric GARCH-MIDAS Model | SpringerLink
![PDF] Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/16997ebe34f301be0c8d02dd05f453dd893f66c1/27-Figure1-1.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
Frontiers | Forecasting the volatility of European Union allowance futures with time-varying higher moments and time-varying risk aversion
1. Introduction
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model - Wang - 2018 - Journal of Forecasting - Wiley Online Library
![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
Sustainability | Free Full-Text | Forecasting the Volatility of European Union Allowance Futures with Climate Policy Uncertainty Using the EGARCH- MIDAS Model
PDF) A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models | Yu You - Academia.edu
GARCH-MIDAS with fixed span rv and rolling window RV | Download Scientific Diagram
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks - ScienceDirect
Potential Drivers of Bitcoin Long-Run Volatility Using GARCH-MIDAS Model | by Harry zheng | Coinmonks | Medium
