Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps (Q6581589)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps |
scientific article; zbMATH DE number 7889699
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps |
scientific article; zbMATH DE number 7889699 |
Statements
Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps (English)
0 references
30 July 2024
0 references
commodities
0 references
jumps
0 references
regime-switching
0 references
sentiment analysis
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
