%0 Conference Proceedings
%A Robertson, Calum
%A Geva, Shlomo
%A Wolff, Rodney
%D 2007
%T News Aware Volatility Forecasting: Is the Content of News Important?
%E Christen, Peter
%E Kennedy, Paul J.
%E Li, Jiuyong
%E Kolyshkina, Inna
%E Williams, Graham J.
%B Sixth Australasian Data Mining Conference (AusDM 2007)
%C Gold Coast, Australia
%I ACS
%V 70
%P 161-170
%S CRPIT
%! News Aware Volatility Forecasting: Is the Content of News Important?
%F CRPITV70-161-170
%Z abstract
%U http://crpit.com/confpapers/CRPITV70Robertson.pdf