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Journal: Econometrics, 2024
Volume: 12
Number: 38
Article:
Financial Uncertainty and Gold Market Volatility: Evidence from a Generalized Autoregressive Conditional Heteroskedasticity Variant of the Mixed-Data Sampling (GARCH-MIDAS) Approach with Variable Selection
Authors:
by
O-Chia Chuang, Rangan Gupta, Christian Pierdzioch and Buliao Shu
Link:
https://www.mdpi.com/2225-1146/12/4/38
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