Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS

Betül Kalayci, Ayse Özmen, Gerhard-Wilhelm Weber. Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS. Annals OR, 295(1):183-206, 2020. [doi]

Authors

Betül Kalayci

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Ayse Özmen

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Gerhard-Wilhelm Weber

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