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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Hindawi
2022
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| Materias: | |
| 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 |