Pages that link to "Item:Q4991032"
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The following pages link to Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032):
Displaying 4 items.
- Dependence between stock returns and investor sentiment in Chinese markets: a copula approach (Q1936575) (← links)
- Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
- Google search volumes for portfolio management: performances and asset concentration (Q2241061) (← links)
- What can Wikipedia and Google tell us about stock prices under different market regimes? (Q3465667) (← links)