EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Volatility Simulation"
Narrow search

Narrow search

Year of publication
Subject
All
Returns 4 Attention Analysis 3 Bootstrap 3 Investor Sentiment 3 Sector Analysis 3 Trading Volume 3 Volatility Simulation 3 Anlageverhalten 2 Behavioural finance 2 Börsenkurs 2 Capital income 2 Estimation 2 Handelsvolumen der Börse 2 Kapitaleinkommen 2 Schätzung 2 Share price 2 Trading volume 2 Volatility 2 Volatilität 2 Ankündigungseffekt 1 Announcement effect 1 Attention analysis 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Forecasting model 1 Investor sentiment 1 Prognoseverfahren 1 Sector analysis 1 Simulation 1 Volatility simulation 1
more ... less ...
Online availability
All
Free 3 Undetermined 1
Type of publication
All
Book / Working Paper 3 Article 1
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 3 Undetermined 1
Author
All
Bommes, Elisabeth 4 Chen, Cathy Y. 4 Zhang, Junni L. 4 Härdle, Wolfgang 2 Härdle, Wolfgang K. 1 Härdle, Wolfgang Karl 1
Institution
All
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 SFB 649 discussion paper 1
Source
All
ECONIS (ZBW) 2 EconStor 1 RePEc 1
Showing 1 - 4 of 4
Cover Image
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.; Härdle, Wolfgang Karl; Chen, Cathy Y.; … - 2015
News carry information of market moves. The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via statistical...
Persistent link: https://www.econbiz.de/10010491445
Saved in:
Cover Image
Distillation of News Flow into Analysis of Stock Reactions
Zhang, Junni L.; Härdle, Wolfgang K.; Chen, Cathy Y.; … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2015
News carry information of market moves. The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via statistical...
Persistent link: https://www.econbiz.de/10011186258
Saved in:
Cover Image
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.; Härdle, Wolfgang; Chen, Cathy Y.; … - 2015
News carry information of market moves. The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via statistical...
Persistent link: https://www.econbiz.de/10010471736
Saved in:
Cover Image
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.; Härdle, Wolfgang; Chen, Cathy Y.; … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...