Forecasting realised volatility from search volume and overnight sentiment : evidence from China
Ping Wang, Wei Han, Chengcheng Huang, Duy Duong
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Ping ; Han, Wei ; Huang, Chengcheng ; Duy Duong |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 62.2022, p. 1-12
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| Subject: | Industry indexes | Market overnight sentiment | Market search volume | Realised volatility | Volatilität | Volatility | China | Handelsvolumen der Börse | Trading volume | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101734 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014247894