A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models.

MLA

Demirer, Riza, et al. “A Note on Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models.” Applied Economics Letters, vol. 30, no. 1, Jan. 2023, pp. 37–42. EBSCOhost, https://doi.org/10.1080/13504851.2021.1971613.

APA

Demirer, R., Gupta, R., Li, H., & You, Y. (2023). A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models. Applied Economics Letters, 30(1), 37–42. https://doi.org/10.1080/13504851.2021.1971613

Chicago

Demirer, Riza, Rangan Gupta, He Li, and Yu You. 2023. “A Note on Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models.” Applied Economics Letters 30 (1): 37–42. doi:10.1080/13504851.2021.1971613.