[Elsevier] Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model

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journalㄩInternational Review of Financial Analysis

AuthorsㄩDongxin Li; Li Zhang; Lihong Li

Published dateㄩ2023-7-

DOIㄩ10.1016/j.irfa.2023.102708

PDF linkㄩhttps://www.sciencedirect.com/sc ... 057521923002247/pdf

Article linkㄩhttps://doi.org/10.1016/j.irfa.2023.102708

Article SourceㄩElsevier BV﹝


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