Media coverage and decomposition of stock market volatility : based on the generalized dynamic factor model
Haishu Qiao and Yaya Su
| Year of publication: |
2020
|
|---|---|
| Authors: | Qiao, Haishu ; Su, Yaya |
| Subject: | Baidu Media Index | dynamic factor models | media coverage | volatility | Volatilität | Volatility | Mediale Berichterstattung | Media coverage | Kommunikationsmedien | Communication media | Aktienmarkt | Stock market | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Aktienindex | Stock index | Börsenkurs | Share price | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1686974 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012211486