Forecasting Precious Metals Prices Volatility with the Global Economic Policy Uncertainty Index: The GARCH-MIDAS Technique for Different Frequency Data Sets.
Roengchai TansuchatPayap TarkhamthamWiranya PuntoonRungrapee PhadkanthaPublished in: IUKM (1) (2023)
Keyphrases
- garch model
- stock market
- monetary policy
- market prices
- data sets
- stock index
- exchange rate
- chinese stock market
- multivariate time series
- short term
- sar images
- long run
- financial time series
- database
- stock price
- pricing mechanism
- policy makers
- financial crisis
- technical indicators
- optimal pricing
- optimal policy
- stock exchange
- financial data
- long term
- dynamic pricing