information measures on daily realized volatility and select them by penalized regression. Then, we perform a forecasting exercise …

readability of the news (i.e., the clarity with which the text is written, measured by the fog index) and the returns on Bitcoin …

The contributions of error distributions have been ignored while modeling stock market volatility in Nigeria and … studies have shown that the application of appropriate error distribution in volatility model enhances efficiency of the model … asymmetric volatility models each in Normal, Student's-t and generalized error distributions with the view to selecting the best …

volatility index (VIX). I find a significant negative contemporaneous relationship between changes in VIX and both news sentiment … between previous and current period changes in implied volatility and stock returns, while current period and lagged news … strategy whereby high (low) levels of implied volatility signal attractive opportunities to take long (short) positions in the …