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Building News Measures from Textual Data and an Application to Volatility Forecasting.

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Title: Building News Measures from Textual Data and an Application to Volatility Forecasting.
Authors: Caporin, Massimiliano1 massimiliano.caporin@unipd.it, Poli, Francesco2 francesco.poli.2@studenti.unipd.it
Source: Econometrics (2225-1146). 2017, Vol. 5 Issue 3, p35. 46p.
Database: Business Source Ultimate
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        Value: 10.3390/econometrics5030035
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        Text: English
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        PageCount: 46
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      – TitleFull: Building News Measures from Textual Data and an Application to Volatility Forecasting.
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              Text: 2017
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