TY  - RPRT
AU  - Allen, David E.
AU  - McAleer, Michael
AU  - Singh, Abhay K.
PY  - 2014
UR  - https://hdl.handle.net/20.500.14352/41545
AB  - This paper features an analysis of the relationship between the volatility of the Dow Jones Industrial Average (DJIA) Index and a sentiment news series using daily data obtained from the Thomson Reuters News Analytics (TRNA) provided by SIRCA (The...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - DJIA
KW  - Sentiment Scores
KW  - TRNA
KW  - Conditional Volatility Models.
TI  - Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series
TY  - technical report
VL  - 2014
ER  -