Forecasting Precious Metals Prices Volatility with the Global Economic Policy Uncertainty Index: The GARCH-MIDAS Technique for Different Frequency Data Sets

Roengchai Tansuchat, Payap Tarkhamtham, Wiranya Puntoon, Rungrapee Phadkantha

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Roengchai Tansuchat, Payap Tarkhamtham, Wiranya Puntoon, Rungrapee Phadkantha

Corresponding Author

Rungrapee Phadkantha

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Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Published Date

01 Jan 2023

DOI

10.1007/978-3-031-46775-2_14

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0302-9743

Scopus EID

2-s2.0-85177170600

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