Does happiness forecast implied volatility? : evidence from nonparametric wave-based Granger causality testing
Yue Li, John W. Goodell, Dehua Shen
| Year of publication: |
2021
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| Authors: | Li, Yue ; Goodell, John W. ; Shen, Dehua |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 81.2021, p. 113-122
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| Subject: | Granger causality | Implied volatility | Happiness | Online sentiment | Wavelet-based testing | Volatilität | Volatility | Kausalanalyse | Causality analysis | Prognoseverfahren | Forecasting model | Zufriedenheit | Satisfaction | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Deutschland | Germany | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2021.06.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012656244