Forecasting stock price volatility: New evidence from the GARCH-MIDAS model

International Journal of Forecasting - Tập 36 - Trang 684-694 - 2020
Lu Wang1, Feng Ma2, Jing Liu3, Lin Yang1
1School of Mathematics, Southwest Jiaotong University, Chengdu, China
2School of Economics and Management, Southwest Jiaotong University, Chengdu, China
3Business School of Sichuan University, Chengdu, China

Tài liệu tham khảo

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