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The relationships between sentiment, returns and volatility
Wang, Yaw-Huei; Keswani, Aneel; Taylor, Stephen - In: International journal of forecasting 22 (2006) 1, pp. 109-123
Persistent link: https://www.econbiz.de/10003283957
Cover Image
The relationships between sentiment, returns and volatility
Wang, Yaw-Huei; Keswani, Aneel; Taylor, Stephen J. - In: International journal of forecasting 22 (2006) 1, pp. 109-124
Persistent link: https://www.econbiz.de/10006955679
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Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles - In: International journal of forecasting 28 (2012) 1, pp. 36-38
Persistent link: https://www.econbiz.de/10009580803