A novel UMIDAS-SVQR model with mixed frequency investor sentiment for predicting stock market volatility

Qifa Xu, Liukai Wang, Cuixia Jiang, Xin Zhang. A novel UMIDAS-SVQR model with mixed frequency investor sentiment for predicting stock market volatility. Expert Syst. Appl., 132:12-27, 2019. [doi]

Abstract

Abstract is missing.