Does High-Frequency Social Media Data Improve Forecasts of Low-Frequency Consumer Confidence Measures?*.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 5, p. 910, doi. 10.1093/jjfinec/nbz037
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- Publication type:
- Article
Works matching IS 14798409 AND DT 2021 AND VI 19 AND IP 5
Results: 7
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2
Latent Factor Model for Forecasting Realized Variances*.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 5, p. 860, doi. 10.1093/jjfinec/nbz036
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- Publication type:
- Article
3
Bootstrap Confidence Intervals and Hypothesis Testing for Market Information Shares*.
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- Journal of Financial Econometrics, 2021, v. 19, n. 5, p. 934, doi. 10.1093/jjfinec/nbz035
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- Publication type:
- Article
4
Bayesian Nonparametric Estimation of Ex Post Variance*.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 5, p. 823, doi. 10.1093/jjfinec/nbz034
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- Publication type:
- Article
5
Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 5, p. 960, doi. 10.1093/jjfinec/nbz031
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- Publication type:
- Article
6
Price Discovery in a Continuous-Time Setting*.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 5, p. 985, doi. 10.1093/jjfinec/nbz030
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- Publication type:
- Article
7
Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates*.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 5, p. 789, doi. 10.1093/jjfinec/nbz026
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- Publication type:
- Article