Empirical Research on the Prediction Effect of Volatility Model Based on the Perspective of Investor Sentiment Health and Market Liquidity

Healthy investor sentiment has an important impact on stock market volatility. To avoid extreme volatility in the stock market, it becomes crucial to focus on the sentiment health of investors. Therefore, we establish the realized volatility model, the implied volatility model, and the historical vo...

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Detalles Bibliográficos
Autores principales: Yang, Wenqi, Yang, Bing, Yang, Chenzi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8960001/
https://www.ncbi.nlm.nih.gov/pubmed/35356615
http://dx.doi.org/10.1155/2022/4689848

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8960001/
https://www.ncbi.nlm.nih.gov/pubmed/35356615
http://dx.doi.org/10.1155/2022/4689848

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