Sciweavers

AUSDM
2007
Springer
107views Data Mining» more  AUSDM 2007»
13 years 11 months ago
News Aware Volatility Forecasting: Is the Content of News Important?
The efficient market hypothesis states that the market incorporates all available information to provide an accurate valuation of the asset at any given time. However, most models...
Calum Robertson, Shlomo Geva, Rodney Wolff