A GARCH-MIDAS approach to modelling stock returns
2024Communications for Statistical Applications and MethodsJournalOpen access
10.29220/csam.2024.31.5.535Full text5 citations
2024Communications for Statistical Applications and MethodsJournalOpen access
10.29220/csam.2024.31.5.535Full text5 citations
5 authors across 3 institutions in 2 countries.
Assignment is probabilistic — a work belongs to several fields in proportions.
Several sources describing one work is the point — it means the record rests on more than one authority.
2024 · Communications for Statistical Applications and Methods · 5 citations
https://openalex.org/W4402933250