Exploiting news analytics for volatility forecasting: replication data

DOI

Data and replication information for "Exploiting news analytics for volatility forecasting" by Simon Tranberg Bodilsen and Asger Lunde; published in Journal of Applied Econometrics, 2024.

Identifier
DOI https://doi.org/10.15456/jae.2024241.1243819999
Metadata Access https://www.da-ra.de/oaip/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai:oai.da-ra.de:780729
Provenance
Creator Bodilsen, Simon Tranberg
Publisher ZBW - Leibniz Informationszentrum Wirtschaft
Publication Year 2024
Rights Creative Commons Attribution 4.0 (CC-BY); Download
OpenAccess true
Contact ZBW - Leibniz Informationszentrum Wirtschaft
Representation
Language English
Resource Type Collection
Discipline Economics