Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency, permit us to evaluate the chances of getting a particular result. Financial analysts are frequently challenged with the assignment of diversifying assets in order to form efficient...

Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world. Identifying the impact of this information on stock markets and forecasting stock returns and volatilities has become a much more difficult task, perhaps almost impossible....

Today we live in a post-truth and highly digitalized era characterized by the flow of (mis-)information around the world. Identifying the impact of this information on stock markets and, moreover, forecasting stock returns and volatilities has become a much more difficult, and perhaps an almost...