The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach
The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach
Libing Fang,Baizhu Chen,Honghai Yu,Yichuo Qian
2018 · DOI: 10.1002/FUT.21897
160 Citations