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Mawuli, Segnon ; Rangan, Gupta ; RANGAN, GUPTA ; Bernd, Wilfling. (2024) Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks.
In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:29-43.

Full description at Econpapers

cites:

Ma, F. ; Lu, X. ; Wang, L. ; Chevallier, J. Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime-switching GARCH-MIDAS models. 2020 Journal of Forecasting. 40 1070-1085

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