Open AccessAsymmetry effect and jump effect on stock volatility -- Modeling and prediction based on GARCH-MIDAS
Author(s) -
Jian Dong
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v30i.2500
Subject(s) - jump , volatility (finance) , econometrics , stock (firearms) , autoregressive conditional heteroskedasticity , asymmetry , economics , physics , engineering , mechanical engineering , quantum mechanics
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