A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles
Year of publication: |
2024
|
---|---|
Authors: | Ciaschini, Clio ; Recchioni, Maria Cristina |
Subject: | Sentiment indicator | Behavioural models | Herding | Speculative bubbles | Realised volatility | Spekulationsblase | Bubbles | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Theorie | Theory | Prognoseverfahren | Forecasting model | Herdenverhalten | Wirtschaftsindikator | Economic indicator | Spekulation | Speculation |
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