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A novel UMIDAS-SVQR model with mixed frequency investor sentiment for predicting stock market volatility.
Qifa Xu
Liukai Wang
Cuixia Jiang
Xin Zhang
Published in:
Expert Syst. Appl. (2019)
Keyphrases
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stock market
financial time series
stock price
garch model
financial markets
short term
neural network model
stock index futures
long term
foreign exchange
data mining
empirical analysis
trading rules
stock trading
chinese stock market
financial news