An explorative analysis of sentiment impact on S\&P 500 components returns, volatility and downside risk (Q6666742)
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scientific article; zbMATH DE number 7970640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explorative analysis of sentiment impact on S\&P 500 components returns, volatility and downside risk |
scientific article; zbMATH DE number 7970640 |
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An explorative analysis of sentiment impact on S\&P 500 components returns, volatility and downside risk (English)
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20 January 2025
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sentiment analysis
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GARCH models
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volatility
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risk measures
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