Showing 1 - 10 of 29,529
Persistent link: https://www.econbiz.de/10010464989
Persistent link: https://www.econbiz.de/10011913791
Using data on international, on-line media coverage and tone of the Brexit referendum, we test whether it is media coverage or tone to provide the largest forecasting performance improvements in the prediction of the conditional variance of weekly FTSE 100 stock returns. We find that versions of...
Persistent link: https://www.econbiz.de/10012487265
Persistent link: https://www.econbiz.de/10012612865
Persistent link: https://www.econbiz.de/10012612964
Persistent link: https://www.econbiz.de/10014447774
propose a mixed-frequency model to investigate the potential of using text data in form of newspaper articles for nowcasting … German GDP growth. Newspaper text data appears to be very helpful in this regard as it directly explains economic and social … on commonly used macro variables with and without additionally included information from text data (extracted in an …
Persistent link: https://www.econbiz.de/10013361278
semantic clustering - a technique originating in the text mining literature - to the field of information systems project …
Persistent link: https://www.econbiz.de/10011751396
Persistent link: https://www.econbiz.de/10012104930
Persistent link: https://www.econbiz.de/10011756363