Forecasting stock market volatility with policy focus shifting: A GARCH-MIDAS model combined with machine learning approaches
Forecasting stock market volatility with policy focus shifting: A GARCH-MIDAS model combined with machine learning approaches
Jier Zhang,Libo Yin,Ying Li,Tong Fang
2026 · DOI: 10.1016/j.pacfin.2026.103108
Pacific-Basin Finance Journal · 0 Citations