Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models
Feng Ma,Xinjie Lu,Lu Wang,Julien Chevallier
2020 · DOI: 10.1002/for.2753
Journal of Forecasting · 66 Citations