Financial Volatility Modeling with the GARCH-MIDAS-LSTM Approach: The Effects of Economic Expectations, Geopolitical Risks and Industrial Production during COVID-19

Ersin Ö. Ö., Bildirici M.

MATHEMATICS, cilt.11, sa.1785, ss.1, 2023 (SCI-Expanded) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 11 Sayı: 1785
  • Basım Tarihi: 2023
  • Doi Numarası: 10.3390/math11081785
  • Dergi Adı: MATHEMATICS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Aerospace Database, Communication Abstracts, Metadex, zbMATH, Directory of Open Access Journals, Civil Engineering Abstracts
  • Sayfa Sayıları: ss.1
  • Yıldız Teknik Üniversitesi Adresli: Evet