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]

Authors

Qifa Xu

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Liukai Wang

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Cuixia Jiang

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Xin Zhang

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