Sentiment dynamics and volatility : a study based on GARCH-MIDAS and machine learning
Luigi Riso, Gianmarco Vacca
| Year of publication: |
2024
|
|---|---|
| Authors: | Riso, Luigi ; Vacca, Gianmarco |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 62.2024, 2, Art.-No. 105178, p. 1-12
|
| Subject: | Best Path Algorithm | Investor sentiment | MIDAS | Noise trading | Stock market volatility | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Noise Trading | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Finanzanalyse | Financial analysis | Theorie | Theory | Börsenkurs | Share price | Aktienmarkt | Stock market | Algorithmus | Algorithm |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105178 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014531171