Simon Tranberg Bodilsen

exploiting news analytics for volatility forecasting: replication data

Data and replication information for "Exploiting news analytics for volatility forecasting" by Simon Tranberg Bodilsen and Asger Lunde; published in Journal of Applied Econometrics, 2024.

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readme.bl.txt TXT
Readme file
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JAE_data.csv .csv
A dataset containing the variables used in the article "Exploiting News...
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Suggested Citation

Bodilsen, Simon Tranberg (2024): Exploiting news analytics for volatility forecasting: replication data. Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2024241.1243819999

exploiting news analytics for volatility forecasting: replication data

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