POLI, FRANCESCO
POLI, FRANCESCO
Dipartimento di Scienze Economiche e Aziendali "Marco Fanno" - DSEA
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Building News Measures from Textual Data and an Application to Volatility Forecasting
2017 Caporin, Massimiliano; Poli, Francesco
News and intraday jumps: Evidence from regularization and class imbalance
2022 Caporin, Massimiliano; Poli, Francesco
News, Volatility and Price Jumps
2017 Caporin, Massimiliano; Poli, Francesco
The Information Content of Financial Textual Data: Creating News Measures for Volatility Modeling and for the Analysis of Price Jumps
2017 Poli, Francesco
Titolo | Data di pubblicazione | Autori | Rivista | Serie | Titolo libro |
---|---|---|---|---|---|
Building News Measures from Textual Data and an Application to Volatility Forecasting | 2017 | Caporin, MassimilianoPOLI, FRANCESCO | ECONOMETRICS | - | - |
News and intraday jumps: Evidence from regularization and class imbalance | 2022 | Caporin, MassimilianoPoli, Francesco | THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE | - | - |
News, Volatility and Price Jumps | 2017 | Massimiliano CaporinFrancesco Poli | - | - | SIS 2017 Statistics and Data Science: new challenges, new generations - Proceedings of the Conference of the Italian Statistical Society |
The Information Content of Financial Textual Data: Creating News Measures for Volatility Modeling and for the Analysis of Price Jumps | 2017 | Poli, Francesco | - | - | - |