and volatility estimates and forecasts for appropriate risk management, asset allocation and volatility trading. Although … the simplest approach to estimate volatility is to use the historical standard deviation, realized volatility is a more … accurate measure for volatility, since it is based on intraday data. Besides the stylized facts commonly observed in financial …

. Furthermore, it analyses the simultaneous influence of this new sentiment measure index on both volatility and stock returns … investor sentiment proxies, with conditionally market volatility and market returns, suggesting causality. EURsent could thus …