Hunting the quicksilver: using textual news and causality analysis to predict market volatility

Banerjee, A.; Dionísio, A. Pradah, H.; e Mahapatra B. , (2021) , "Hunting the quicksilver: using textual news and causality analysis to predict market volatility" , International Review of Financial Analysis .
Autor(es) CEFAGE
Andreia Teixeira Marques Dionísio
DOI
https://doi.org/10.1016/j.irfa.2021.101848
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