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98
Voted
AUSDM
2007
Springer
107
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Data Mining
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AUSDM 2007
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News Aware Volatility Forecasting: Is the Content of News Important?
15 years 9 months ago
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crpit.com
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
claim paper
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