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~accessRights:"restricted"
~isPartOf:"International journal of forecasting"
~person:"Balakrishnan, N."
~person:"Gupta, Rangan"
~person:"Marcellino, Massimiliano"
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Balakrishnan, N.
Gupta, Rangan
Marcellino, Massimiliano
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International journal of forecasting
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Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
2
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 692-711
Persistent link: https://www.econbiz.de/10011474529
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