Can Big Data Help to Predict Conditional Stock Market Volatility? An Application to Brexit

Published: 02-08-2020| Version 2 | DOI: 10.17632/h4rtr9h5kd.2
Contributors:
Manuela Pedio,
Massimo Guidolin

Description

Two appendices describing data and offering a sample code for the paper WCan Big Data Help to Predict Conditional Stock Market Volatility? An Application to Brexit" by V. Bellini, M. Guidolin and M. Pedio. A python sample code is also available. The raw dataset is also available.

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