Sentiment-Driven Stochastic Volatility Model
Data and Resources
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Original MetadataJSON
The json representation of the dataset with its distributions based on DCAT.
Cite this as
Jozef Barunik, Cathy Yi-Hsuan Chen, Jan Vecer (2024). Dataset: Sentiment-Driven Stochastic Volatility Model. https://doi.org/10.57702/pmtij013
DOI retrieved: December 16, 2024
Additional Info
| Field | Value |
|---|---|
| Created | December 16, 2024 |
| Last update | December 16, 2024 |
| Defined In | https://doi.org/10.48550/arXiv.1906.00059 |
| Author | Jozef Barunik |
| More Authors |
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| Homepage | https://arxiv.org/abs/1906.03447 |