An explorative analysis of sentiment impact on S\&P 500 components returns, volatility and downside risk
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Publication:6666742
DOI10.1007/S10479-022-05129-WMaRDI QIDQ6666742
Marco Patacca, Gianna Figà-Talamanca
Publication date: 20 January 2025
Published in: Annals of Operations Research (Search for Journal in Brave)
Applications of statistics (62Pxx) Actuarial science and mathematical finance (91Gxx) Inference from stochastic processes (62Mxx)
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