News sentiment and states of stock return volatility : evidence from long memory and discrete choice models
Yanlin Shi, Kin-Yip Ho
| Year of publication: |
2021
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|---|---|
| Authors: | Shi, Yanlin ; Ho, Kin-Yip |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-8
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| Subject: | Asset volatility | Discrete choice model | Markov regime-switching FIEGARCH | News sentiment | Public information arrival | Volatilität | Volatility | Diskrete Entscheidung | Discrete choice | Markov-Kette | Markov chain | Börsenkurs | Share price | Schätzung | Estimation | Kapitaleinkommen | Capital income | Theorie | Theory | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101446 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012485650