News augmented GARCH(1,1) model for volatility prediction (Q5234129)
From MaRDI portal
scientific article; zbMATH DE number 7110063
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | News augmented GARCH(1,1) model for volatility prediction |
scientific article; zbMATH DE number 7110063 |
Statements
News augmented GARCH(1,1) model for volatility prediction (English)
0 references
25 September 2019
0 references
volatility prediction
0 references
GARCH
0 references
EGARCH
0 references
news sentiment
0 references
news impact scores
0 references
