Heterogeneous impacts of fundamentals on gold market risk using regime switching quantile-based GARCH-MIDAS model
Heterogeneous impacts of fundamentals on gold market risk using regime switching quantile-based GARCH-MIDAS model
Qiuying Cheng,Xinyu Wang,Song Shi,Zhuqing Wang
2025 · DOI: 10.1007/s00181-025-02772-7
Empirical Economics · 0 Citations