Incorporating Google Trends Into GARCH Models for the Brazilian Stock Market

Lecture notes in networks and systems 2026

View at publisher
Authors: Felipe Gonçalves Pereira, João Carlos Félix Souza, João Gabriel de Moraes Souza, Ricardo Matos Chaim, Mariana Mendes Bastos Gama
DOI: 10.1007/978-3-032-12882-9_27
Cited by: 0
References: 30

Fields of Study & Subjects

Financial Risk and Volatility Modeling Stock Market Forecasting Methods Financial Markets and Investment Strategies

Publication details

Journal / source
Lecture notes in networks and systems
Pages
310–320
Publication date
1 January 2026
Language
EN