Which fear index matters for predicting US stock market...

Which fear index matters for predicting US stock market volatilities: Text-counts or option based measurement?

Zhu, Sha, Liu, Qiuhong, Wang, Yan, Wei, Yu, Wei, Guiwu
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Volume:
536
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.122567
Date:
December, 2019
File:
PDF, 917 KB
2019
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