Econometric modelling of exchange rate volatility using mixed-frequency data
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model - Wang - 2018 - Journal of Forecasting - Wiley Online Library
GARCH-MIDAS daily volatility estimates (2008–2015) | Download Scientific Diagram
When attempting to use the GARCH-MIDAS model, I encountered an error message stating 'unused argument (k = 2) - General - Posit Community
Forecasting stock price volatility: New evidence from the GARCH-MIDAS model - ScienceDirect
Estimated parameters of the GARCH-MIDAS model | Download Table
Sarveshwar Inani's Blog: GARCH Modelling
![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
GitHub - JasonZhang2333/GarchMidas: R package for GARCH-MIDAS
JRC Publications Repository - Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach
Potential Drivers of Bitcoin Long-Run Volatility Using GARCH-MIDAS Model | by Harry zheng | Coinmonks | Medium
JRFM | Free Full-Text | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis
Choosing Between Weekly and Monthly Volatility Drivers Within a Double Asymmetric GARCH-MIDAS Model | SpringerLink
Global and domestic economic policy uncertainties and tourism stock market: Evidence from China - Han Liu, Peng Yang, Haiyan Song, Doris Chenguang Wu, 2023
arch模型的思路_GARCH-MIDAS模型代码及实现案例-CSDN博客
The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach - ScienceDirect
GARCH-MIDAS - List of Frontiers' open access articles
Capturing volatility persistence: a dynamically complete realized EGARCH- MIDAS model: Quantitative Finance: Vol 19, No 11
Frontiers | Forecasting the volatility of European Union allowance futures with time-varying higher moments and time-varying risk aversion
Climate Change and Asian Stock Markets: A GARCH-MIDAS Approach | Published in Asian Economics Letters
GARCH (1,1) vs GARCH-MIDAS | Download Scientific Diagram
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
