Google Internet search activity and volatility prediction in the market for foreign currency
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DOI: 10.1016/j.frl.2012.03.003
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More about this item
Keywords
Google insights for Search; ARCH (GARCH); Mixture of distributions hypothesis (MDH); Foreign currency; Foreign exchange;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
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