Correlating Twitter with the stock market through non-Gaussian SVAR.


https://doi.org/10.1109/ICACI.2016.7449835
@inproceedings{DBLP:conf/icaci/TanLZT16, author = {Shaohua Tan and Xinhai Liu and Shuai Zhao and Yunhai Tong}, title = {Correlating Twitter with the stock market through non-Gaussian {SVAR}}, booktitle = {Eighth International Conference on Advanced Computational Intelligence, {ICACI} 2016, Chiang Mai, Thailand, February 14-16, 2016}, pages = {257--264}, publisher = {{IEEE}}, year = {2016}, url = {https://doi.org/10.1109/ICACI.2016.7449835}, doi = {10.1109/ICACI.2016.7449835}, timestamp = {Wed, 16 Oct 2019 14:14:55 +0200}, biburl = {https://dblp.org/rec/conf/icaci/TanLZT16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }

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