Financial returns, sentiment and market volatility : a dynamic assessment
Stefano Borgioli, Giampiero M. Gallo, Chiara Ongari
| Year of publication: |
ottobre 2024 ; Prima edizione
|
|---|---|
| Authors: | Borgioli, Stefano ; Gallo, Giampiero M. ; Ongari, Chiara |
| Publisher: |
Cagliari : Arkadia |
| Subject: | VAR | Granger Causality | sentiment analysis | financial market | forecasting | Finanzmarkt | Financial market | Kausalanalyse | Causality analysis | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Theorie | Theory | VAR-Modell | VAR model | Anlageverhalten | Behavioural finance |
freely available
| Extent: | 1 Online-Ressource (circa 26 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - Cagliari : CRENOS, ZDB-ID 3011972-8. - Vol. 2024, 15 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 978-88-6851-542-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015099202