A novel UMIDAS-SVQR model with mixed frequency investor...

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A novel UMIDAS-SVQR model with mixed frequency investor sentiment for predicting stock market volatility

Xu, Qifa, Wang, Liukai, Jiang, Cuixia, Zhang, Xin
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Language:
english
Journal:
Expert Systems with Applications
DOI:
10.1016/j.eswa.2019.04.066
Date:
May, 2019
File:
PDF, 9.72 MB
english, 2019
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