@misc
{TN_libero_mab2,
author = {
Guidolin, Massimo
AND
Pedio, Manuela
},
title = {
Media attention vs. sentiment as drivers of conditional volatility predictions
an application to Brexit
},
publisher = {BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Università Bocconi},
keywords = {
Attention
,
Sentiment
,
Text Mining
,
Forecasting
,
Conditional Variance
,
GARCH model
,
Brexit
,
Graue Literatur
},
year = {[2020]},
booktitle = {Working paper series / Bocconi ; n. 145 (July 2020)},
booktitle = {BAFFI CAREFIN Centre Research Paper ; No. 2020-145},
address = {
Milano, Italy
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}