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Financial news sentiment and short-term predictability of market volatility
Thesis
Thesis
Financial news sentiment and short-term predictability of market volatility
Kis, Philipp · Instituto Tecnológico de Buenos Aires (ITBA) · 2026
"This thesis examines whether unusually negative financial news is associated with increased short-term market volatility, measured by absolute VIX movements. The analysis is based on more than 1.3 million cleaned and de...
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Acceso abiertoRuta libre sin proxy. Acceso recomendado cuando no hay suscripción activa.
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Fractional Brownian Motions, Fractional Noises and Applications
Article
Article
Fractional Brownian Motions, Fractional Noises and Applications
Benoît B. Mandelbrot; John W. Van Ness · SIAM Review · 1968
Previous article Next article Fractional Brownian Motions, Fractional Noises and ApplicationsBenoit B. Mandelbrot and John W. Van NessBenoit B. Mandelbrot and John W. Van Nesshttps://doi.org/10.1137/1010093PDFBibTexSecti...
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Better to give than to receive: Predictive directional measurement of volatility spillovers
Article
Article
Better to give than to receive: Predictive directional measurement of volatility spillovers
Francis X. Diebold; Kamil Yılmaz · International Journal of Forecasting · 2011
Subjects / keywords: Volatility (finance); Economics; Volatility smile; Implied volatility; Volatility swap; Econometrics; Forward volatility; Autoregressive model; Realized variance; Stock (firearms); Stock market volatility; Volatility ris...
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