Twitter-based market uncertainty and global stock volatility predictability
Yong Ma, Shuaibing Li, Mingtao Zhou
| Year of publication: |
2025
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|---|---|
| Authors: | Ma, Yong ; Li, Shuaibing ; Zhou, Mingtao |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 75.2025, 1, Art.-No. 102256, p. 1-18
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| Subject: | Out-of-sample | Predictive regression | Twitter | Uncertainty | Volatility forecast | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Risiko | Risk | Regressionsanalyse | Regression analysis | Theorie | Theory | Prognose | Forecast | Aktienmarkt | Stock market | Börsenkurs | Share price | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102256 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015337993