News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models
Date
2013
Authors
Shi, Yanlin
Ho, Kin-Yip
Journal Title
Journal ISSN
Volume Title
Publisher
Modelling and Simulation Society of Australia and New Zealand Inc.
Abstract
Description
Keywords
Citation
Collections
Source
MODSIM2013, 20th International Congress on Modelling and Simulation
Type
Conference paper