Tail-Risk Forecasting Using a TA-GAS-X Model: Evidence on Market Fear Dynamics in U.S. Equity Markets

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Linjun Tang, Xueyuan Fu, Lu Li

DOI: 10.2139/ssrn.6309136

Cited by: 0

References: 27

Fields of Study & Subjects

Financial Risk and Volatility Modeling Market Dynamics and Volatility Stochastic processes and financial applications

References 27