Forecasting realised volatility from search volume and overnight sentiment: Evidence from China

Research in International Business and Finance - Tập 62 - Trang 101734 - 2022
Ping Wang1, Wei Han2,3, Chengcheng Huang1, Duy Duong4
1School of Economics and Management, Weifang University of Science and Technology, Weifang, Shandong, China
2Zhengzhou Business University, Gongyi, Henan 451200, China
3School of Humanities and Law, Henan Agricultural University, Zhengzhou, Henan 450046, China
4University of Economics, Ho Chi Minh City, Vietnam

Tài liệu tham khảo

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