On the asymmetric impact of macro-variables on volatility
Year of publication: |
2019
|
---|---|
Authors: | Amendola, Alessandra ; Candila, Vincenzo ; Gallo, Giampiero M. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 76.2019, p. 135-152
|
Subject: | Asymmetry | Forecasting | GARCH-MIDAS | Volatility | ARCH-Modell | ARCH model | Volatilität | Prognoseverfahren | Forecasting model |
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