Social media sentiment, model uncertainty, and volatility forecasting
Steven Lehrer, Tian Xie, Xinyu Zhang
| Year of publication: |
2021
|
|---|---|
| Authors: | Lehrer, Steven F. ; Xie, Tian ; Zhang, Xinyu |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 102.2021, p. 1-13
|
| Subject: | Big data | Model averaging | Sentiment analysis | Social media | Volatility forecasting | Social Web | Social web | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Big Data |