Forecast the realized range-based volatility: the role of investor sentiment and regime switching (Q2161799): Difference between revisions
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| Property / DOI: 10.1016/j.physa.2019.121422 / rank | |||
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Latest revision as of 07:40, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecast the realized range-based volatility: the role of investor sentiment and regime switching |
scientific article |
Statements
Forecast the realized range-based volatility: the role of investor sentiment and regime switching (English)
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5 August 2022
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volatility forecasting
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investor sentiment
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realized range-based volatility
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switching regimes
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