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Can Big Data Help Predict Financial Market Dynamics?: Evidence from the Korean Stock Market
Pyo, Dong-Jin
- In:
East Asian Economic Review (EAER)
21
(
2017
)
2
,
pp. 147-165
the
Naver
DataLab
. The empirical estimation using a bivariate GARCH model reveals that negative contemporaneous …
Persistent link: https://www.econbiz.de/10015397884
Saved in:
2
Can big data help predict financial market dynamics? : evidence from the Korean stock market
Pyo, Dong-Jin
- In:
East Asian economic review
21
(
2017
)
2
,
pp. 147-165
the
Naver
DataLab
. The empirical estimation using a bivariate GARCH model reveals that negative contemporaneous …
Persistent link: https://www.econbiz.de/10011765063
Saved in:
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