Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Carlos Trucíos"'
Publikováno v:
Econometrics, Vol 7, Iss 2, p 19 (2019)
Many financial decisions, such as portfolio allocation, risk management, option pricing and hedge strategies, are based on forecasts of the conditional variances, covariances and correlations of financial returns. The paper shows an empirical compari
Externí odkaz:
https://doaj.org/article/076d14c9d24f45af9d5cba7d5a032afa
Publikováno v:
BRaS Blog (2023)
We collected daily tweets spanning from October 3rd to October 29th of 2022 (the day after the second turn elections in Brazil) for each one of the candidates running in the Brazilian second turn presidential elections. Tweets were collected from bot
Externí odkaz:
https://doaj.org/article/d7aa44fbf72a44faacc7de230f06b7bf
Publikováno v:
BRaS Blog (2022)
Daily tweets spanning from September 1st to September 30th were collected for each one of the three main candidates in the Brazilian presidential election.
Externí odkaz:
https://doaj.org/article/a44c0234f1b74c42887c2bea9ff39872
Publikováno v:
BRaS Blog (2022)
Daily tweets spanning from August 1st to August 31st were collected for each one of the three main candidates in the Brazilian presidential election. Tweets were collected from both candidates' timelines and Twitter users mentioning the candidates, t
Externí odkaz:
https://doaj.org/article/4fcc8e1f9d4741eea4d40d3ad9f5f311
Publikováno v:
BRaS Blog (2022)
Daily tweets spanning from July 1st to July 31st were collected for each one of the three main candidates in the Brazilian presidential election. Tweets were collected from candidates' timelines and Twitter users mentioning the candidates, totaling m
Externí odkaz:
https://doaj.org/article/79a5a350a0dd4ec290bcfff480c65682
Publikováno v:
BRaS Blog (2022)
The presentation of this dataset aims to contribute to interpretations of the movement on Twitter of possible candidates in the 2022 elections, as well as about what is said about them in the interactions of users of the platform throughout the month
Externí odkaz:
https://doaj.org/article/e94950c212e8494f83d545c52411a936
Publikováno v:
BRaS Blog (2022)
The short analysis aims to contribute to interpretations of the movement on Twitter of possible candidates in the 2022 elections, as well as about what is said about them in the interactions of users of the platform in the month of April. This is ong
Externí odkaz:
https://doaj.org/article/d3f1ab30f9f546f289771343ca49c8bf
Autor:
Carlos Trucíos, James W. Taylor
Publikováno v:
Journal of Forecasting.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4c5fad2afeba71de157cae3b32e107f5
https://doi.org/10.1002/for.2929
https://doi.org/10.1002/for.2929
Publikováno v:
Applied Economics. 52:2580-2593
Risk management is an important and helpful process for investors, hedge funds, traders and market makers. One of its key points is the appropriate estimation of risk measures which can improve the...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9033854c8b55ea65b69882b6856ea968
https://doi.org/10.1080/00036846.2019.1693023
https://doi.org/10.1080/00036846.2019.1693023
Publikováno v:
Journal of Empirical Finance. 52:201-219
In this paper, we analyse the recent principal volatility components analysis procedure. The procedure overcomes several difficulties in modelling and forecasting the conditional covariance matrix in large dimensions arising from the curse of dimensi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4a5c38eeac6723e11ce84876114d487e
https://doi.org/10.1016/j.jempfin.2019.03.006
https://doi.org/10.1016/j.jempfin.2019.03.006