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~isPartOf:"International journal of forecasting"
~person:"Audrino, Francesco"
~person:"Cubadda, Gianluca"
~subject:"Theorie"
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Audrino, Francesco
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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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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
Saved in:
2
A vector heterogeneous autoregressive index model for realized
volatility
measures
Cubadda, Gianluca
;
Guardabascio, Barbara
;
Hecq, Alain W. J.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 337-344
Persistent link: https://www.econbiz.de/10011921023
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