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, vol.11, no.1785, pp.1, 2023 (SCI-Expanded) identifier

  • Publication Type: Article / Article
  • Volume: 11 Issue: 1785
  • Publication Date: 2023
  • Doi Number: 10.3390/math11081785
  • Journal Name: MATHEMATICS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Aerospace Database, Communication Abstracts, Metadex, zbMATH, Directory of Open Access Journals, Civil Engineering Abstracts
  • Page Numbers: pp.1
  • Yıldız Technical University Affiliated: Yes