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~isPartOf:"International journal of forecasting"
~person:"Audrino, Francesco"
~person:"Brownlees, Christian"
~subject:"Forecasting model"
~subject:"Theorie"
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Audrino, Francesco
Brownlees, Christian
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International journal of forecasting
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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The impact of sentiment and attention measures on stock market
volatility
Audrino, Francesco
;
Sigrist, Fabio Roman Albert
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
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2
Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
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