Work

Multiplicative GARCH-X with VIX: A Parsimonious Alternative to GARCH-MIDAS for Volatility Forecasting

Year: 2026

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.7349101

Author: Yi-Hao Lai

Institution: Dayeh University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7204452959

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