The Importance of Correct Model Specification : A Regime Switching GARCH MIDAS Approach with Application to Oil Volatility
Year of publication: |
2023
|
---|---|
Authors: | Cheng, Jie ; Tirkishova, Menli |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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