Directional news impact curve-Reference-Cited by-同舟云学术

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Directional news impact curve

Published:2020-06-28 Issue:1 Volume:40 Page:94-107
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Anatolyev Stanislav¹²^ORCID

Affiliation:

1. CERGE‐EI Prague Czech Republic

2. New Economic School Moscow Russia

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2708

Reference26 articles.

1. Multi‐market direction‐of‐change modeling using dependence ratios;Anatolyev S.;Studies in Nonlinear Dynamics and Econometrics,2009

2. Forecasting dynamic return distributions based on ordered binary choice

3. A Trading Approach to Testing for Predictability

4. Modeling Financial Return Dynamics via Decomposition

5. Multivariate Return Decomposition: Theory and Implications

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