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Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu; Ma, Feng; Liu, Guoshan; Lang, Qiaoqi - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
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Forecasting stock volatility in the presence of extreme shocks : Short‐term and long‐term effects
Wang, Lu; Ma, Feng; Liu, Guoshan - In: Journal of Forecasting 39 (2020) 5, pp. 797-810
Persistent link: https://www.econbiz.de/10012189069
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Do extreme shocks help forecast oil price volatility? The augmented <scp>GARCH‐MIDAS</scp> approach
Wang, Lu; Ma, Feng; Liu, Guoshan; Lang, Qiaoqi - In: International Journal of Finance & Economics (2021)
Persistent link: https://www.econbiz.de/10012535442