Forecasting financial market volatility using a dynamic topic model (Q1627814)
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scientific article; zbMATH DE number 6987743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting financial market volatility using a dynamic topic model |
scientific article; zbMATH DE number 6987743 |
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Forecasting financial market volatility using a dynamic topic model (English)
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3 December 2018
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big data
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online news
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dynamic topic model
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topic score
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forecasting
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realized volatility
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time series models
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