共 50 条
- [21] Industry-specific effects of economic policy uncertainty on stock market volatility: A GARCH-MIDAS approach QUANTITATIVE FINANCE AND ECONOMICS, 2024, 8 (03): : 532 - 545
- [23] Using CARR Model and GARCH Model to Forecast Volatility of the Stock Index: Evidence from China's Shanghai Stock Market 2014 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING (ICMSE), 2014, : 1106 - 1112
- [26] Sentiment, Herding and Volatility Forecasting: Evidence from GARCH-MIDAS Approach FLUCTUATION AND NOISE LETTERS, 2023, 22 (02):
- [27] The Macroeconomic Influence of China Futures Market: A GARCH-MIDAS Approach ADVANCES IN HARMONY SEARCH, SOFT COMPUTING AND APPLICATIONS, 2020, 1063 : 244 - 251
- [28] Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach SN Business & Economics, 5 (3):