Analysis of the relevance of sentiment data for the prediction of excess returns in a multiasset framework
Year of publication: |
2023
|
---|---|
Authors: | Desforges, Perceval ; Geissler, Christophe ; Liu, Fei |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 6, p. 1360-1369
|
Subject: | multiasset | predictive models | sentiment data |
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