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
Macroeconomic Determinants of the Coffee Price Volatility in Ethiopia. Application of the Garch-Midas Model - GRIN
GARCH-MIDAS model estimated weighting schemes. The figure plots the... | Download Scientific Diagram
Capturing volatility persistence: a dynamically complete realized EGARCH- MIDAS model: Quantitative Finance: Vol 19, No 11
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model - Wang - 2018 - Journal of Forecasting - Wiley Online Library
Frontiers | Forecasting the volatility of European Union allowance futures with time-varying higher moments and time-varying risk aversion
GARCH-MIDAS with realized volatility. This figure shows the volatility... | 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
Sustainability | Free Full-Text | Forecasting the Volatility of European Union Allowance Futures with Climate Policy Uncertainty Using the EGARCH- MIDAS Model
Choosing Between Weekly and Monthly Volatility Drivers Within a Double Asymmetric GARCH-MIDAS Model | SpringerLink
Erasmus University Thesis Repository: A Regime-Switching GARCH-MIDAS Approach to Modelling Stock Market Volatility
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
When attempting to use the GARCH-MIDAS model, I encountered an error message stating 'unused argument (k = 2) - General - Posit Community
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
JRFM | Free Full-Text | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis
Global Evidence of Oil Supply Shocks and Climate Risk a GARCH-MIDAS Approach | Published in Energy RESEARCH LETTERS
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks - ScienceDirect
GARCH-MIDAS model estimated weighting schemes. The figure plots the... | Download Scientific Diagram
Estimated parameters of the GARCH-MIDAS model | Download Table
Econometric modelling of exchange rate volatility using mixed-frequency data
GitHub - JasonZhang2333/GarchMidas: R package for GARCH-MIDAS
The GARCH-MIDAS model for wheat with macroeconomic variables (1986-2012) | Download Table
JRC Publications Repository - Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach
User Guide of GARCH-MIDAS and DCC-MIDAS MATLAB Programs | PDF | Variance | Estimation Theory
