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

Forecasting stock price volatility: New evidence from the GARCH-MIDAS model http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png International Journal of Forecasting CrossRef

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

International Journal of Forecasting , Volume 36 (2): 684-694 – Apr 1, 2020

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

International Journal of Forecasting , Volume 36 (2): 684-694 – Apr 1, 2020

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Publisher
CrossRef
Copyright
© 2019 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.
ISSN
0169-2070
DOI
10.1016/j.ijforecast.2019.08.005
Publisher site
See Article on Publisher Site

Abstract

Journal

International Journal of ForecastingCrossRef

Published: Apr 1, 2020

References