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

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scientific article; zbMATH DE number 7698374
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A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics
scientific article; zbMATH DE number 7698374

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