Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks
Mawuli SegnonDepartment of Economics (CQE), Westfälische Wilhelms-Universität, Münster, GermanyRangan GuptaDepartment of Economics, University of Pretoria, South AfricaBernd WilflingDepartment of Economics (CQE), Westfälische Wilhelms-Universität, Münster, Germany
2023en
ABI
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Cited by 20 references