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Economics / Volatility / Autoregressive conditional heteroskedasticity / News analytics / Black–Scholes / Markov chain / Economic model / Stochastic volatility / Markov switching multifractal / Mathematical finance / Statistics / Financial economics


20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 News Sentiment And States of Stock Return Volatility: Evidence from Long Memory and Discrete
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Document Date: 2013-11-19 22:07:28

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File Size: 1,15 MB

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City

Adelaide / /

Company

Thomson Reuters / Dow Jones / Diebold / /

Country

Australia / /

/

Facility

Securities Industry Research Centre / The Australian National University / /

IndustryTerm

finance / /

MarketIndex

Dow Jones 65 / Dow Jones Composite / /

Organization

Australian National University / Canberra / Research School of Finance / Actuarial Studies and Applied Statistics / Securities Industry Research Centre of Australasia / International Congress / /

Position

rt / Prime Minister / /

ProgrammingLanguage

T / /

PublishedMedium

Journal of Economic Dynamics and Control / Journal of Econometrics / /

Technology

T -1 / Simulation / /

URL

www.mssanz.org.au/modsim2013 / /

SocialTag