Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks
| Autor: | Segnon, Mawuli, Gupta, Rangan, Wilfling, Bernd |
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| Zdroj: | In International Journal of Forecasting January-March 2024 40(1):29-43 |
| Databáze: | ScienceDirect |
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