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Paper Publications

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

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Journal:Expert Systems with Applications

Co-author:Wang Liukai,Jiang Cuixia,Zhang Xin

First Author:Xu Qifa

Indexed by:Journal paper

Discipline:Management Science

Document Type:J

Volume:132

Page Number:12-27

Translation or Not:no

Date of Publication:2019-05-01

Included Journals:SCI