@article {10.6180--386309157,
title = {Integrating High-Frequency Data in Volatility Prediction: A DCC-GARCH-MIDAS Approach},
author = {Jin, Shuang  and Choo, Wei Chong  and Tunde, Matemilola Bolaji  and Kin, Wan Cheong  and Jin, Pengrui },
volume = 28,
issue = 5,
year = 2024,
month = {7月},
pub_date = {2024-07-11},
pages = {1055--1071},
doi = {10.6180/jase.202505_28(5).0013},
url = {https://doi.org/10.6180/jase.202505_28(5).0013},
journal = {Journal of Applied Science and Engineering},
issn = {1560-6686},
publisher = {Tamkang University Press}
}