Projects

Research Projects

THE INFORMATION CONTENT OF SENTIMENT INDICES IN FORECASTING VOLATILITY, VALUE AT RISK, AND EXPECTED SHORTFALL

DepartmentDipartimento di Scienze Economiche e Statistiche/DISES
FundingUniversity funds
FundersUniversità  degli Studi di SALERNO
Cost2.022,00 euro
Project duration31 July 2023 - 31 July 2026
Research TeamNAIMOLI ANTONIO (Project Coordinator)
CANDILA VINCENZO (Researcher)
CORETTO Pietro (Researcher)
STORTI Giuseppe (Researcher)