The impact of media tone on dollar exchange rate volatility GARCH applications

Bibliographic Details
Main Author:	Kulagina, Alexandra
Other Authors:	Kauppakorkeakoulu, School of Business and Economics, Taloustieteet, Business and Economics, Jyväskylän yliopisto, University of Jyväskylä, Taloustiede, Economics, 2041
Format:	Master's thesis
Language:	eng
Published:	2021
Subjects:	media tone volatiliteetti uutiset GARCH-mallit sosiaalinen media valuutat ekonometria valuuttamarkkinat rahoitusmarkkinat valuuttakurssimekanismi volatility (societal properties) news GARCH models social media currency econometrics foreign exchange market financial markets exchange rate mechanism
Online Access:	https://jyx.jyu.fi/handle/123456789/76683

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