Exploiting news analytics for volatility forecasting
Simon Tranberg Bodilsen, Asger Lunde
| Year of publication: |
2025
|
|---|---|
| Authors: | Tranberg Bodilsen, Simon ; Lunde, Asger |
| Subject: | high-frequency data | news analytics | sentiment analysis | volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.3095 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015372704