Predicting equity markets with digital online media sentiment : evidence from Markov-switching models
Year of publication: |
2016
|
---|---|
Authors: | Nooijen, Steven J. ; Broda, Simon A. |
Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 17.2016, 4, p. 321-335
|
Subject: | Investor sentiment | Social media | Digital news | Markov switching | GARCH | Value at risk | Social Web | Social web | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Anlageverhalten | Behavioural finance | Risikomaß | Risk measure |
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