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AN INVESTIGATION INTO USING NEWS ANALYTICS DATA IN VOLATILITY MODELS - Softcover

 
9781470926120: AN INVESTIGATION INTO USING NEWS ANALYTICS DATA IN VOLATILITY MODELS
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  • PublisherLulu.com
  • Publication date2011
  • ISBN 10 1470926121
  • ISBN 13 9781470926120
  • BindingPaperback
  • Number of pages164

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Sergei Sergei
Published by Lulu Press (2011)
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Sergei Sidorov
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Sergei Sidorov
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Sidorov, Sergei
Published by Lulu.com 2011-10 (2011)
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Sergei Sergei
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Sergei Sidorov
Published by Lulu.Com (2011)
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Book Description Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Many investment companies in the U.S. and Europe have been using news analytics to improve the quality of its business. Interest in news analytics is related to the ability to predict changes of prices, volatility and trading volume on the stock market.We consider different volatility models augmented with news analytics datato examine the impact of news intensity on stock volatility.The study shows that the problem of examining the impact of news intensityon volatility is far more involveed than it might seem at first sight.The study shows that the addition of news intensity or contemporaneous trading volume increases the explanatory power of standard models. The augmented models illustrated here show potential for more accurate prediction of volatility which, in turn, can lead to better risk management. 164 pp. Englisch. Seller Inventory # 9781470926120

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Sidorov, Sergei|Balash, Vladimir
Published by Lulu.com (2011)
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Book Description Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. KlappentextMany investment companies in the U.S. and Europe have been using news analytics to improve the quality of its business. Interest in news analytics is related to the ability to predict changes of prices, volatility and trading . Seller Inventory # 759871541

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