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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... -
Bonferroni-type tests for return predictability with possibly trending predic...
Data and Gauss programs to run tests for predictability outlined in the paper "Bonferroni-type tests for return predictability with possibly trending predictors" by Robert...
