Macro factor, market volatility, and stock-bond correlation: a dynamic mixed data sampling forecast
SINGAPORE ECONOMIC REVIEW（2022）
Key words
Long-run volatility,macro factors,stock and bond markets,GARCH-MIDAS,DCC-MIDAS
AI Read Science
Must-Reading Tree
Example
Generate MRT to find the research sequence of this paper
Chat Paper
Summary is being generated by the instructions you defined