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]

@inproceedings{TanLZT16,
  title = {Correlating Twitter with the stock market through non-Gaussian SVAR},
  author = {Shaohua Tan and Xinhai Liu and Shuai Zhao and Yunhai Tong},
  year = {2016},
  doi = {10.1109/ICACI.2016.7449835},
  url = {http://dx.doi.org/10.1109/ICACI.2016.7449835},
  researchr = {https://researchr.org/publication/TanLZT16},
  cites = {0},
  citedby = {0},
  pages = {257-264},
  booktitle = {Eighth International Conference on Advanced Computational Intelligence, ICACI 2016, Chiang Mai, Thailand, February 14-16, 2016},
  publisher = {IEEE},
  isbn = {978-1-4673-7782-9},
}