Predicting abnormal stock return volatility using textual analysis of news : a meta-learning approach
Year of publication: |
February 2018
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Authors: | Myšková, Renáta ; Hájek, Petr ; Olej, Vladimír |
Published in: |
Amfiteatru economic : an economic and business research periodical. - Bucharest : Editura ASE, ISSN 2247-9104, ZDB-ID 2565624-7. - Vol. 20.2018, 47, p. 185-201
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Subject: | stock return volatility | prediction | textual analysis | sentiment | meta-learning | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | hdl:10419/196425 [Handle] |
Classification: | G12 - Asset Pricing ; G17 - Financial Forecasting ; C45 - Neural Networks and Related Topics ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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