Forecasting stock market volatility with policy focus shifting: A GARCH-MIDAS model combined with machine learning approaches

Pacific-Basin Finance Journal 2026

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Authors: Jier Zhang, Libo Yin, Ying Li, Tong Fang

DOI: 10.1016/j.pacfin.2026.103108

Cited by: 1

References: 61

Fields of Study & Subjects

Financial Risk and Volatility Modeling Monetary Policy and Economic Impact Market Dynamics and Volatility

References 61