Correlation Analysis of Media Sentiment and Stock Returns Based on ARMA-GARCH-Copula Model

Jine Liu, Ling Yan. Correlation Analysis of Media Sentiment and Stock Returns Based on ARMA-GARCH-Copula Model. In Proceedings of the 14th International Conference on E-business, Management and Economics, ICEME 2023, Beijing, China, July 21-23, 2023. pages 282-289, ACM, 2023. [doi]

Abstract

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