Investor sentiment index and empirical evidence from China's stock market
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Publication:3403779
zbMATH Open1199.91265MaRDI QIDQ3403779FDOQ3403779
Authors: Delong Huang, Fenghua Wen, Xiaoguang Yang 
Publication date: 12 February 2010
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- scientific article; zbMATH DE number 6401934
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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