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~isPartOf:"Journal of financial econometrics"
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Forecasting equity index volatility by measuring the linkage among component stocks
Qiu, Yue
;
Xie, Tian
;
Yu, Jun
;
Zhou, Qiankun
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 160-186
Persistent link: https://www.econbiz.de/10012878191
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Does high-frequency social media data improve forecasts of low-frequency consumer confidence measures?
Lehrer, Steven F.
;
Xie, Tian
;
Zeng, Tao
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 910-933
Persistent link: https://www.econbiz.de/10012799054
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