A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics (Q6158388): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Statistical arbitrage in the US equities market / rank
 
Normal rank
Property / cites work
 
Property / cites work: News, volatility and jumps: the case of natural gas futures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for unit roots in bounded time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4139463 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2891271 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: News-based forecasts of macroeconomic indicators: a semantic path model for interpretable predictions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999341 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness of Fit and Related Inference Processes for Quantile Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: How news affects the trading behaviour of different categories of investors in a financial market / rank
 
Normal rank
Property / cites work
 
Property / cites work: News and narratives in financial systems: exploiting big data for systemic risk assessment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Separating the signal from the noise -- financial machine learning for Twitter / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM / rank
 
Normal rank
Property / cites work
 
Property / cites work: An algorithm for estimating parameters of state-space models / rank
 
Normal rank

Latest revision as of 09:40, 1 August 2024

scientific article; zbMATH DE number 7698374
Language Label Description Also known as
English
A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics
scientific article; zbMATH DE number 7698374

    Statements

    A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics (English)
    0 references
    0 references
    0 references
    0 references
    20 June 2023
    0 references
    investment analysis
    0 references
    sentiment analysis
    0 references
    Kalman-filter
    0 references
    expectation maximization
    0 references
    quantile regressions
    0 references

    Identifiers