Do extreme shocks help forecast oil price volatility? The augmented <scp>GARCH‐MIDAS</scp> approach
Year of publication: |
2021
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Authors: | Wang, Lu ; Ma, Feng ; Liu, Guoshan ; Lang, Qiaoqi |
Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - 2021
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Publisher: |
Wiley |
Saved in:
Online Resource
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