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ZBW - Digitales Archiv
University of Pretoria
Department of Economics, University of Pretoria
Department of Economics working paper series
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University of Pretoria
Department of Economics, University of Pretoria
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Year of Publication
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2023
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
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Cepni, Oguzhan
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Cepni, Oguzhan
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Gupta, Rangan
year of Publication
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2023
