Forecasting financial market volatility using a dynamic topic model
Takayuki Morimoto, Yoshinori Kawasaki
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Morimoto, Takayuki ; Kawasaki, Yoshinori |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 24.2017, 3, p. 149-167
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| Subject: | Big data | Online news | Dynamic topic model | Topic score | Forecasting | Realized volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Big Data | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-017-9228-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011797658