@mastersthesis{mastersthesis3425800c,
title   = {NEWS IV: a model with news and implied volatility for enhanced volatility prediction},
author = {Gentini, Vítor and Nakane, Marcio Issao},
year = {2025},
doi = {10.11606/D.12.2025.tde-03092025-142052},
school = {Universidade de São Paulo}
}