Forecasting volatility with empirical similarity and Google Trends
Alain Hamid, Moritz Heiden
| Year of publication: |
September 2015
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|---|---|
| Authors: | Hamid, Alain ; Heiden, Moritz |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 117.2015, p. 62-81
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| Subject: | Empirical similarity | Google trends | Investor attention | Volatility | Forecasting | Volatilität | Prognoseverfahren | Forecasting model | Suchmaschine | Search engine | Anlageverhalten | Behavioural finance | 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.jebo.2015.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011571999