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A time-varying study of Chinese investor sentiment, stock market liquidity and volatility: Based on deep learning BERT model and TVP-VAR model.
Chenrui Zhang
Xinyi Wu
Hailu Deng
Huiwei Zhang
Published in:
CoRR (2022)
Keyphrases
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stock market
stock index futures
var model
financial time series
stock price
portfolio optimization
short term
financial markets
deep learning
stock trading
probabilistic model
chinese stock market
garch model
stock exchange
financial data
stock index
training data
monte carlo simulation
maximum likelihood
long term