Twitter-based market uncertainty and global stock volatility predictability
Yong Ma, Shuaibing Li, Mingtao Zhou
| Year of publication: |
2025
|
|---|---|
| Authors: | Ma, Yong ; Li, Shuaibing ; Zhou, Mingtao |
| 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 |
freely available
| 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