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SSRNDerivatives & Volatility

EPUs Impact

The Tree-based GARCH-MIDAS model reveals that high economic policy uncertainty weakens the response of asset volatility to macroeconomic variables, improving volatility predictions over longer periods.

Featured in No. 66 on 18 Sep 2024 · 1 day after release

Released
17 Sep 2024
First featured
No. 66 · 18 Sep 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4959148

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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