Measuring and testing the impact of news on volatility

Measuring and testing the impact of news on volatility
Author :
Publisher :
Total Pages : 31
Release :
ISBN-10 : OCLC:1293413911
ISBN-13 :
Rating : 4/5 (11 Downloads)

Book Synopsis Measuring and testing the impact of news on volatility by : Robert F. Engle

Download or read book Measuring and testing the impact of news on volatility written by Robert F. Engle and published by . This book was released on 1991 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Measuring and testing the impact of news on volatility Related Books

Measuring and testing the impact of news on volatility
Language: es
Pages: 31
Authors: Robert F. Engle
Categories:
Type: BOOK - Published: 1991 - Publisher:

DOWNLOAD EBOOK

Measuring and Testing the Impact of News on Volatility
Language: en
Pages: 42
Authors: Robert F. Engle
Categories: Rate of return
Type: BOOK - Published: 1992 - Publisher:

DOWNLOAD EBOOK

An Impact Measure for News
Language: en
Pages: 25
Authors: Xiang Yu
Categories:
Type: BOOK - Published: 2015 - Publisher:

DOWNLOAD EBOOK

We investigate how 'news sentiment' in general and the 'impact of news' in particular can be utilised in designing equity trading strategies. News is an event t
The Economics of Commodity Markets
Language: en
Pages: 373
Authors: Julien Chevallier
Categories: Business & Economics
Type: BOOK - Published: 2013-06-19 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

As commodity markets have continued their expansion an extensive and complex financial industry has developed to service them. This industry includes hundreds o
Database and Expert Systems Applications
Language: en
Pages: 632
Authors: Abdelkader Hameurlain
Categories: Computers
Type: BOOK - Published: 2011-08-19 - Publisher: Springer

DOWNLOAD EBOOK

This book constitutes the refereed proceedings of the 22 International Conference on Database and Expert Systems Applications, DEXA 2011, held in Toulouse, Fran