"News Aware Volatility Forecasting: Is the Content of News Important?"

Calum S. Robertson, Shlomo Geva, Rodney Wolff (2007)

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DOI: —

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type: Conference or Workshop Paper

metadata version: 2019-07-25

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Calum S. Robertson, Shlomo Geva, Rodney Wolff:
News Aware Volatility Forecasting: Is the Content of News Important? AusDM 2007: 161-170

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