Predicting Stock Price Volatility by Analyzing Semantic Content in Media
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- Asgharian, Hossein & Sikström, Sverker, 2013. "Predicting Stock Price Volatility by Analyzing Semantic Content in Media," Knut Wicksell Working Paper Series 2013/16, Lund University, Knut Wicksell Centre for Financial Studies.
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More about this item
Keywordsvolatility; information flow; latent semantic analysis; GARCH;
- G19 - Financial Economics - - General Financial Markets - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FOR-2014-12-24 (Forecasting)
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