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

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Bibliographic Details
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

Description
ISSN:	22251146
DOI:	10.3390/econometrics5030035