Can Big Data Help to Predict Conditional Stock Market Volatility? An Application to Brexit
Published: 2 August 2020| Version 2 | DOI: 10.17632/h4rtr9h5kd.2
Contributors:
Manuela Pedio, 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.
Files
Categories
Finance, Econometrics