Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/7079
Series title: 
Department of Economics working paper series / Department of Economics, University of Pretoria
Document Type: 
Book
Place of Publication and Publisher: 
Pretoria, South Africa : Department of Economics, University of Pretoria
Year of Publication: 
2022
Language: 
English (eng)
Citation: 
Segnon, Mawuli/Gupta, Rangan (2022). Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks. Pretoria, South Africa : Department of Economics, University of Pretoria.
http://www.up.ac.za/media/shared/61/WP/wp_2022_03.zp214290.pdf.

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