The Relationship Between Investor Sentiment and Stock Market Volatility: Based on the VAR Model.

Ge Zhang Jishun Wang Hao Guo Xin Zhang

Published in: WHICEB (2018)

Keyphrases

stock market
stock index futures
var model
financial news
stock price
short term
stock index
financial time series
financial markets
garch model
stock exchange
financial data
stock returns
long term
neural network
chinese stock market
portfolio optimization
stock trading
standard deviation