Sentiment-Driven Stochastic Volatility Model : A High-Frequency Textual Tool for Economists
Year of publication: |
2019
|
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Authors: | Baruník, Jozef |
Other Persons: | Chen, Cathy Yi‐Hsuan (contributor) ; Vecer, Jan (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 31, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3397314 [DOI] |
Classification: | G12 - Asset Pricing ; C14 - Semiparametric and Nonparametric Methods ; C51 - Model Construction and Estimation ; c58 ; g4 |
Source: | ECONIS - Online Catalogue of the ZBW |
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