Equity returns and sentiment (Q2148731)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equity returns and sentiment |
scientific article |
Statements
Equity returns and sentiment (English)
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24 June 2022
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sentiment
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asset prices
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asset returns
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dependence
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Granger causality
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predictive regressions
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autoregressive distributed lag models
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GARCH models
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volatility
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