Media attention vs. sentiment as drivers of conditional volatility predictions : an application to Brexit
Massimo Guidolin, Manuela Pedio
| Year of publication: |
2021
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|---|---|
| Authors: | Guidolin, Massimo ; Pedio, Manuela |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 42.2021, p. 1-7
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| Subject: | Sentiment | Forecasting | Attention | Brexit | Conditional Variance | GARCH model | Text Mining | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Großbritannien | United Kingdom | EU-Staaten | EU countries | Anlageverhalten | Behavioural finance | Data Mining | Data mining | Kapitaleinkommen | Capital income | Social Web | Social web |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.101943 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014581427