Research | Projects
Research Projects
THE INFORMATION CONTENT OF SENTIMENT INDICES IN FORECASTING VOLATILITY, VALUE AT RISK, AND EXPECTED SHORTFALL
Department | Dipartimento di Scienze Economiche e Statistiche/DISES | |
Principal Investigator | NAIMOLI ANTONIO | |
Funding | University funds | |
Funders | Università degli Studi di SALERNO | |
Cost | 2.022,00 euro | |
Project duration | 31 July 2023 - 31 July 2026 | |
Research Team | NAIMOLI ANTONIO (Project Coordinator) CANDILA VINCENZO (Researcher) CORETTO Pietro (Researcher) STORTI Giuseppe (Researcher) |