Research between investor sentiment and bitcoin price based on the VAR model.

Xiaoxiao Li Jiamin Hu

Published in: ICMML (2023)

Keyphrases

var model
stock index futures
stock market
impulse response
monte carlo simulation
economic growth
stock price
financial markets
credit card
short term
stock exchange
frequency domain
standard deviation
financial time series
portfolio optimization
neural network
markov chain
data analysis
decision making