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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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Annotatsiya mavjud emas.

Identifikatorlar

DOI: 10.1016/j.ijforecast.2022.11.007

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