Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models

Subjects

Subjects :

Strategy and Management
Modeling and Simulation
Management Science and Operations Research
Statistics, Probability and Uncertainty
Computer Science Applications

Details

ISSN :

1099131X and 02776693

Volume :

42

Database :

OpenAIRE

Journal :

Journal of Forecasting

Accession number :

edsair.doi...........0f3efa204bc6e87507478cc2f17bf743

Full Text :

https://doi.org/10.1002/for.2899