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Social media sentiment, model uncertainty, and volatility forecasting 期刊论文
ECONOMIC MODELLING, 2021, 卷号: 102, 页码: 13
Authors:  Lehrer, Steven;  Xie, Tian;  Zhang, Xinyu
Favorite  |  View/Download:21/0  |  Submit date:2021/10/26
Model averaging  Volatility forecasting  Social media  Big data  Sentiment analysis