News implied volatility and disaster concerns
Year of publication: |
January 2017
|
---|---|
Authors: | Manela, Asaf ; Moreira, Alan |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 123.2017, 1, p. 137-162
|
Subject: | Text-based analysis | Implied volatility | Rare disasters | Equity premium | Return predictability | Machine learning | Volatilität | Volatility | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Optionsgeschäft | Option trading | Katastrophe | Disaster | Schätzung | Estimation |
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