Investor Sentiment and Volatility of Financial Instruments

Student: Ladygina Ksenia

Educational Programme: Economics (Master)

Final Grade: 9

Year of Graduation: 2020

The article is devoted to the analysis of the influence of external sources of information (news and investor sentiment) on the volatility of financial instruments using asymmetric models of the GARCH family and SV, QVAR models. When evaluating the models, the best specification was chosen for further forecasting financial instruments.

Full text (added May 15, 2020)

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