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Keywords: GARCH-MIDAS model
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Journal Articles
Journal of Economics, Finance and Administrative Science (2026) 31 (62): 289–313.
Published: 08 May 2026
... forecasts. Design/methodology/approach The study uses the Generalized Autoregressive Conditional Heteroskedasticity-Mixed Data Sampling (GARCH-MIDAS) model, combining factor selection techniques within a single modelling framework. This captures complex interdependencies among variables and improves...
Includes: Supplementary data
