Forecasting oil futures price volatility with economic policy uncertainty: a CARR-MIDAS model von Wu, Xinyu, Cui, Hao, Wang, Lu

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Forecasting Chinese stock market volatility with option-implied risk aversion: Evidence from extended realized EGARCH-MIDAS approach von Wu, Xinyu, Qian, Jia, Zhao, Xiaohan

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Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model von Pan, Zhiyuan, Wang, Yudong, Wu, Chongfeng, Yin, Libo

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Forecasting Renminbi Exchange Rate Volatility Using CARR-MIDAS Model von Wu, Xinyu, Wu, Mengqi

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A Real-Time GARCH-MIDAS model von Wu, Xinyu, Zhao, An, Cheng, Tengfei

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Impact of geopolitical risks on oil price fluctuations: Based on GARCH-MIDAS model von Wu, Jie, Zhao, Ruizeng, Sun, Jiasen, Zhou, Xuewei

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Characterization and functional analysis of pax3 in body color transition of polychromatic Midas cichlids (Amphilophus citrinellus) von Wu, Guoqiang, Mou, Xidong, Song, Hongmei, Liu, Yi, Wang, Xuejie, Yang, Yexin, Liu, Chao

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Forecasting stock market volatility using implied volatility: evidence from extended realized EGARCH-MIDAS model von Wu, Xinyu, Wang, Xiaona, Wang, Haiyun

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Investigating factors influencing oil volatility: a GARCH-MIDAS model analysis von Le, Yiyi, Wen, Jing, Wu, Yuchen, Liu, Jia, Zhu, Yuchen

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Identification and Characterization of microRNAs in Morphological Color Change of Polychromatic Midas Cichlids (Amphilophus citrinellus) von Wu, Guoqiang, Mu, Xidong, Liu, Yi, Liu, Chao, Wang, Xuejie, Yang, Yexin, Song, Hongmei

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Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both? von Wang, Lu, Wu, Jiangbin, Cao, Yang, Hong, Yanran

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Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model von Wu, Xinyu, Xie, Haibin, Zhang, Huanming

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A realized EGARCH-MIDAS model with higher moments von Wu, Xinyu, Xie, Haibin

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Economic Policy Uncertainty and Chinese Stock Market Volatility: A CARR-MIDAS Approach von Wu, Xinyu, Liu, Tianyu, Xie, Haibin

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Forecasting the Volatility of European Union Allowance Futures with Climate Policy Uncertainty Using the EGARCH-MIDAS Model von Wu, Xinyu, Yin, Xuebao, Mei, Xueting

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A transmission of beta herding during subprime crisis in Taiwan's market: DCC-MIDAS approach von Chen, Yi-Chang, Wu, Hung-Che, Zhang, Yuanyuan, Kuo, Shih-Ming

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A visual attention-based method to address the midas touch problem existing in gesture-based interaction von Wu, Huiyue, Wang, Jianmin

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Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information von Wang, Lu, Wu, Rui, Ma, WeiChun, Xu, Weiju

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Investor Sentiment Index and Option Price Volatility Based on MIDAS Model: Evidence from China von Xiao, Haiyan, Hao, Yingxin, Wu, Sirong

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KEYBOARD HOUSINGS WITH FLEXIBLE TOUCH SENSING COMPONENTS von Wu, Midas, Wang, Wen-Hung, Tsai, Cheng-Han

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