The role of copper global price on long-term volatility An asymmetric GARCH-MIDAS approach for NYSE assets

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Giorgia Rivieccio, Michele Mario Ippolito, Giovanni De Luca
DOI: 10.2139/ssrn.6343563
Cited by: 0
References: 15

Fields of Study & Subjects

Financial Risk and Volatility Modeling Market Dynamics and Volatility Banking stability regulation efficiency

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint