![When attempting to use the GARCH-MIDAS model, I encountered an error message stating 'unused argument (k = 2) - General - Posit Community When attempting to use the GARCH-MIDAS model, I encountered an error message stating 'unused argument (k = 2) - General - Posit Community](https://community.rstudio.com/uploads/default/original/3X/0/3/03efa1adfd3924fc73e9217cceace3ba005ae57f.png)
When attempting to use the GARCH-MIDAS model, I encountered an error message stating 'unused argument (k = 2) - General - Posit Community
![Potential Drivers of Bitcoin Long-Run Volatility Using GARCH-MIDAS Model | by Harry zheng | Coinmonks | Medium Potential Drivers of Bitcoin Long-Run Volatility Using GARCH-MIDAS Model | by Harry zheng | Coinmonks | Medium](https://miro.medium.com/v2/resize:fit:640/1*DGcgd4yYwv5Z7gXdzotTfg.jpeg)
Potential Drivers of Bitcoin Long-Run Volatility Using GARCH-MIDAS Model | by Harry zheng | Coinmonks | Medium
![Global Evidence of Oil Supply Shocks and Climate Risk a GARCH-MIDAS Approach | Published in Energy RESEARCH LETTERS Global Evidence of Oil Supply Shocks and Climate Risk a GARCH-MIDAS Approach | Published in Energy RESEARCH LETTERS](https://s3.amazonaws.com/production.scholastica/public/attachments/be5b67c2-782c-4b11-9de1-af3977c448f1/large/screenshot_2023_03_15_at_11.23.20_am.png)
Global Evidence of Oil Supply Shocks and Climate Risk a GARCH-MIDAS Approach | Published in Energy RESEARCH LETTERS
![The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach - ScienceDirect The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach - ScienceDirect](https://ars.els-cdn.com/content/image/1-s2.0-S0378437121000662-gr1.jpg)
The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach - ScienceDirect
![PDF] Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Semantic Scholar PDF] Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/16997ebe34f301be0c8d02dd05f453dd893f66c1/28-Figure2-1.png)
PDF] Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Semantic Scholar
Capturing volatility persistence: a dynamically complete realized EGARCH- MIDAS model: Quantitative Finance: Vol 19, No 11
![Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model - Wang - 2018 - Journal of Forecasting - Wiley Online Library Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model - Wang - 2018 - Journal of Forecasting - Wiley Online Library](https://onlinelibrary.wiley.com/cms/asset/9323d065-8be8-4d99-b270-b92b39430837/for2509-fig-0006-m.jpg)
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model - Wang - 2018 - Journal of Forecasting - Wiley Online Library
![Frontiers | Forecasting the volatility of European Union allowance futures with time-varying higher moments and time-varying risk aversion Frontiers | Forecasting the volatility of European Union allowance futures with time-varying higher moments and time-varying risk aversion](https://www.frontiersin.org/files/Articles/973438/fenvs-10-973438-HTML/image_m/fenvs-10-973438-t010.jpg)
Frontiers | Forecasting the volatility of European Union allowance futures with time-varying higher moments and time-varying risk aversion
![PDF] Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Semantic Scholar PDF] Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/16997ebe34f301be0c8d02dd05f453dd893f66c1/25-Table3-1.png)
PDF] Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection | Semantic Scholar
![Volatility forecasts comparison: GARCH-MIDAS-RV v.s. GARCH-MIDAS-X.... | Download Scientific Diagram Volatility forecasts comparison: GARCH-MIDAS-RV v.s. GARCH-MIDAS-X.... | Download Scientific Diagram](https://www.researchgate.net/publication/354929575/figure/fig4/AS:1139509089579010@1648691546543/Volatility-forecasts-comparison-GARCH-MIDAS-RV-vs-GARCH-MIDAS-X-This-figure-plots-the.png)
Volatility forecasts comparison: GARCH-MIDAS-RV v.s. GARCH-MIDAS-X.... | Download Scientific Diagram
![Mathematics | Free Full-Text | Financial Volatility Modeling with the GARCH- MIDAS-LSTM Approach: The Effects of Economic Expectations, Geopolitical Risks and Industrial Production during COVID-19 Mathematics | Free Full-Text | Financial Volatility Modeling with the GARCH- MIDAS-LSTM Approach: The Effects of Economic Expectations, Geopolitical Risks and Industrial Production during COVID-19](https://pub.mdpi-res.com/mathematics/mathematics-11-01785/article_deploy/html/images/mathematics-11-01785-g005.png?1681267233)
Mathematics | Free Full-Text | Financial Volatility Modeling with the GARCH- MIDAS-LSTM Approach: The Effects of Economic Expectations, Geopolitical Risks and Industrial Production during COVID-19
![Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model | Financial Innovation | Full Text Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model | Financial Innovation | Full Text](https://media.springernature.com/m685/springer-static/image/art%3A10.1186%2Fs40854-021-00292-8/MediaObjects/40854_2021_292_Fig3_HTML.png)
Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model | Financial Innovation | Full Text
![JRFM | Free Full-Text | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis JRFM | Free Full-Text | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis](https://pub.mdpi-res.com/jrfm/jrfm-11-00023/article_deploy/html/images/jrfm-11-00023-g003.png?1570093393)
JRFM | Free Full-Text | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis
![Choosing Between Weekly and Monthly Volatility Drivers Within a Double Asymmetric GARCH-MIDAS Model | SpringerLink Choosing Between Weekly and Monthly Volatility Drivers Within a Double Asymmetric GARCH-MIDAS Model | SpringerLink](https://media.springernature.com/lw685/springer-static/image/chp%3A10.1007%2F978-3-030-57306-5_3/MediaObjects/461444_1_En_3_Fig1_HTML.png)
Choosing Between Weekly and Monthly Volatility Drivers Within a Double Asymmetric GARCH-MIDAS Model | SpringerLink
![Sustainability | Free Full-Text | Forecasting the Volatility of European Union Allowance Futures with Climate Policy Uncertainty Using the EGARCH- MIDAS Model Sustainability | Free Full-Text | Forecasting the Volatility of European Union Allowance Futures with Climate Policy Uncertainty Using the EGARCH- MIDAS Model](https://www.mdpi.com/sustainability/sustainability-14-04306/article_deploy/html/images/sustainability-14-04306-g003-550.jpg)
Sustainability | Free Full-Text | Forecasting the Volatility of European Union Allowance Futures with Climate Policy Uncertainty Using the EGARCH- MIDAS Model
![Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model - Wang - 2018 - Journal of Forecasting - Wiley Online Library Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model - Wang - 2018 - Journal of Forecasting - Wiley Online Library](https://onlinelibrary.wiley.com/cms/asset/6f257946-af53-43ec-95db-31301fa9d64a/for2509-fig-0008-m.jpg)
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model - Wang - 2018 - Journal of Forecasting - Wiley Online Library
![Global and domestic economic policy uncertainties and tourism stock market: Evidence from China - Han Liu, Peng Yang, Haiyan Song, Doris Chenguang Wu, 2023 Global and domestic economic policy uncertainties and tourism stock market: Evidence from China - Han Liu, Peng Yang, Haiyan Song, Doris Chenguang Wu, 2023](https://journals.sagepub.com/cms/10.1177/13548166231173171/asset/images/large/10.1177_13548166231173171-fig3.jpeg)
Global and domestic economic policy uncertainties and tourism stock market: Evidence from China - Han Liu, Peng Yang, Haiyan Song, Doris Chenguang Wu, 2023
![Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks - ScienceDirect Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks - ScienceDirect](https://ars.els-cdn.com/content/image/1-s2.0-S0169207022001601-fx1002.jpg)