Login / Signup
Does Google search index really help predicting stock market volatility? Evidence from a modified mixed data sampling model on volatility.
Qifa Xu
Zhongpu Bo
Cuixia Jiang
Yezheng Liu
Published in:
Knowl. Based Syst. (2019)
Keyphrases
</>
stock market
garch model
financial time series
stock price
stock index futures
stock trading
chinese stock market
stock returns
stock index
short term
portfolio optimization
financial news
feature space
financial data
trading rules
mixed data
financial markets
sar images
high dimensional