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BREXIT: A Granger Causality of Twitter Political Polarisation on the FTSE 100 Index and the Pound.

James UsherLucía MoralesPierpaolo Dondio
Published in: AIKE (2019)
Keyphrases
  • social media
  • granger causality
  • public opinion
  • error correction
  • impulse response
  • multivariate time series
  • causal relationships
  • electricity consumption
  • medical images