Correlating Twitter with the stock market through non-Gaussian SVAR

Shaohua Tan, Xinhai Liu, Shuai Zhao, Yunhai Tong. Correlating Twitter with the stock market through non-Gaussian SVAR. In Eighth International Conference on Advanced Computational Intelligence, ICACI 2016, Chiang Mai, Thailand, February 14-16, 2016. pages 257-264, IEEE, 2016. [doi]

Authors

Shaohua Tan

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Xinhai Liu

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Shuai Zhao

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Yunhai Tong

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